I've never bent the suspension shafts so far either (TRF201) - and that's after more than a year of running (and loads of crashes - cartwheels, nosedives, crashing into metal bars and even a head on collision into a wall a month or so back). I guess with the 4WDs extra weight they may bend (quicker) though.
As for strength, the coating shouldn't matter for strength but I can imagine that they might use a non-stainless type of steel, and perhaps a stronger one too while they're at it?
Oh, and as for gunk adding up... If it keeps getting in there, could you find a (simple) way to prevent this? Small flaps and plates to divert the dirt? It might be better to prevent than cure, if the coated shafts even cure the problem of gunk that adds up in there...