Edit: Got curious, and in my area there aren’t many rocks or stones, so you would have to buy them. They come in bulk between 2 and 3 inches in size at about a dollar a pound. For thirty pounds. Pennies take between 145 and 181 to make a pound depending on the materials of the penny. The pro to coins would be that you didn’t need to buy extra to maintain a precise weight per inflated sex doll, and they could be balanced easily on both feet for weight, where as with stones you would need to make sure you are well balanced for every doll and for every foot. Assuming you could instantly sort them all into evenly weighed piles you would still likely have stones left over, either as excess, or as outliers in our balancing that would be difficult for you to sell or get any other utility from.
In that case, yes, it’s cheaper to use coins because of the time sink and wastage that bulk stones would create, assuming an endless field of stones, the time spent sorting them into sizes and balancing them would cost more in labor than the pennies lost is worth.
I didn't consider the balancing part, but gravel parking lots negate your other points in my opinion. But, then again, my confusion of shoes and stones negates everything anyway.
The majority of the population in the states resides in metropolitan areas. I am one of them. There are no gravel parking lots. The closest we could come is breaking up the sidewalk antifa style 😉