I don't think it's worth the effort for a hidden mount. Rust will never be an issue other than visually. Even uncoated 1/4" steel lasts a LONG time before it would ever rust to the point of being weakened. The weight savings is minimal. I love aluminum, but it's a PITA to get my shit out to weld it. And I can't cut it very cleanly on my CNC plasma - so I have to mill it which takes forever or pay to get it water jet cut. I'd guess you'd save around 10-15lbs for a hidden winch mount. I think my mount only weighed about 30-40lbs total. There's just not much room for weight savings there. They just aren't that heavy with steel. As for a slimline style - I could see going aluminum on that for rust reasons alone. And they are a bit heavier too. For a full plate bumper - the savings gets more significant.
For now - I'd save your $ and save weight with a synthetic winch rope first.