Cement filled bombs of the Mk series are just dimensionally correct 'blue' brothers of their green brethren. Their blue color means they are inert with no HE filler. They fly just like the rest of them. Zarqawi ate a pair of regular green 82s. There is no other way to account for the destruction on site without HE. The blues have been used to destroy vehicles close to buildings, with the kinetic effect.
You are correct. AMZ was killed with standard HE type bombs. The building he was in was isolated so there was no need to use concrete bombs.