Aluminum is lighter than steel, but not as strong. It's a difficult balance to strike to get an aluminum frame strong enough without actually making it heavier than a comparable steel frame. Add in too that welded aluminum is de-tempered by the heat and loses a lot of it's strength.
Airplanes were made of aluminum for decades, but they were never welded as far as I know. Glue and rivets were the bonding method of choice.
Bottom line: aluminum is lighter, but only if done right. Steel is far easier and cheaper.
I like using steel conduit.
It's relatively light, strong enough, cheap, and readily available.