I'm not an expert in keel casting technology, but it's not rocket science, I doubt casting a void, with two fittings stretches it.
I'll let a casting expert have the last word on this, but I suspect that simply casting-in a sealed void, or fabricating and casting-in a prebuilt copper cooling 'coil', (my choice) would both be considerably more expense and work, and have a higher reject rate, than simply casting a simple keel, whose only requirement is to be 1) mechanically solid and 2) heavy.
The raw water cooling "system" is the weak point in today's marine diesel engine technology. Ever price a Yanmar heat exchanger?
I worked for approximately 3 months for a yacht diesel shop, servicing Yanmars, Volvos, Westerbekes, Universals etc. Between you and me, I think the entire inboard power-plant and drive-train of the average yacht leaves alot to be desired.

Snag one rope and you're replacing shaft, motor-mounts and maybe the strut. Routine replacement of motor-mounts every 3 to 5 years, which means wrestling with the engine to achieve mating to the coupler with less than 4 mil gap on the face. Crank an unresponsive engine for too long without closing the raw water intake... hydro-lock the engine. And so on...
After work I used to come home and hug my reliable, easy to maintain 5hp 2-stroke outboard, knowing that if it ever failed utterly, I could replace it with another used one for about $600
Ok I actually love the little diesels themselves, but you can see from the above that a heat-exchanger is not top of my list for weak points. Also, heat-exchangers will have a long life with simple filter protection and
regular maintenance.
Does a cast lead keel present enough surface and have enough volume to function as a heat exchanger? Absolutely. But I think this thread has clearly identified enough valid reasons for why it isn't done on production boats.