Well... yes and no...
The are different types of steel, as supplied by the mill... but it is likely that the fender material would have originally been "harder" and "stronger" than that used for springs. The sheet metal used in automotive bodies is typically cold-rolled steel, which, although still malleable for stamping/forming purposes, is still harder and stronger than the hot-rolled equivalent. Part of the reason for this is that cold-rolled typically has a nicer, smoother surface finish suitable for painting and is theoreticly less prone to scratching. Cold rolled is manufactured from hot-rolled stock, essentially an added step in the process to obtain this enhanced property in additon to tighter tolerances on metal thickness.
OTOH, springs are likely made from some alloy of softer, hot-formed stock -- perhaps hot-rolled sheet or plate for leaf springs, some kind of heavy wire or rod for coil springs. As supplied from the mill, it would be softer and more malleable, making it easier to stamp/bend/form to the desired shape. The "springy-ness" would be imparted to these parts through heat treatment after they were made, which also affects related properties such as tensile strength, hardness, etc. etc.
Castings??? Nyahhh! (wish you hadn't mentioned that, you were pretty much in the ballpark otherwise. Not bad, anyway!)
Might be, especially the light gauge they use these days. However, steel fenders are malleable. We malleate them all the time up here. Even at 40 below. Springs don't deform appreciably, they might yield slowly over an extended period of time, or they break. Plastic bumpers are another story. They aren't malleable in the summer, they survive bumps pretty well. But in the winter they shatter like Corvettes.