I don't know anything about this case, but it could be there's a bunch of air trapped inside the bar with the tungsten, assuming the forgers didn't alter the outside dimensions of the bar.
Not if you start with a gold bar, then hollow the core out like a Twinkie and fill it with tungsten and the plug the end. Which I believe is what gbhn was implying.
Then the bar is not heavy enough, because you've run out of room to add tungsten on the inside, and adding it on the outside would change the volume or shape of the bar.
Tungsten is less dense than gold. Not as much a difference as actual twinkie filling, but either way you're stuck with a similar issue.