How about after
a crash. When you do need to report to insurance and they find that the you modified a somewhat crucial safety feature on the car.
Now think of your future of obtaining another insurance, let alone the new cost. Now that you have this history of removing bumper beams
Removing a protective part of the car and replacing it with something inferior just for a weights savings is not worth it in my opinion, especially when potentially, your life depends on it, and the lives of others (if applicable).
I would say it's better to mod the bumper than change the beams.