The main reason that there ain't very much heavy .22 ammo is because it requires a faster rifling rate of twist than the 1-16" standard in all .22 barrels. It just ain't worth it to have such a specialized barrel which won't shoot all the rest of ammo accurately.
Yes, plus with heaver bullets your velosity goes down and so does your range. If you`ve noticed the trend is to flatter shooting rounds. The .17 rimfires with lite bullets. Even the .22 mag. has come out with liter bullets for more velosity.