My Space Gray iPhone 6 is heavier too...
This is gonna sound crazy but mine is heavier too... It is noticeable. I had mine shipped so it was the only 6 I'd held for any period of time...when I went to the store recently I noticed immediately that the phone I picked up felt lighter (silver, I think). Since then I've weighed several phones of all colors, but have been unable to correlate. There is definitely a heavier version of phones with the exact same model number, from what I can tell...
Also, on a somewhat related note: the different colors feel different too. If you take away a person's phone, have them close their eyes and either put their original phone or a different color into their hands, they can always tell which one isn't theirs... the silver ones seem more powdery, somehow.