Two things here:
1)Even if each wheel weighs 20 lbs. more, that's like putting a 10 year-old on the back of a horse. Sure, in theory the horse is slower, but adding 80 lbs. to 3000 doesn't exactly tip the scale to the other side. For reference, putting fuel in your car adds 150.
Sorry but that's not a good analogy at all, as Flerbizky has already clearly (and quite correctly said) any increase in weight at the wheels (be it tyre or rim) is unsprung and a lot more damageing to performance than the same increase in sprung weight.
Look at it this way, a 20lbs increase in weight on a horses back will not hamper it much (increase in sprung weight), but an a 5lb lead weight to each horse shoe (increase in unsprung weight) will have a much, much more significant effect.
A car suffers in a similar manner, increase unsprung weight and the suspension will have a harder job keeping the tyres in contact with the road (heavier loads are slower to start moving and stop moving so less able to react to the road surface), steering weight will be increased and initial turn in will suffer.
You can compare an increase in unsprung weight to the same increase in sprung weight, for the same weight, unsprung increases will be far more detrimental to the car.
Generally its also a mistake to assume that aftermarket alloys always weigh less than OEM ones (or even in some cases OEM steels). Good aftermarket ones may well weigh less, but at the cheap end of the scale (boy racer market) its not always the case.
Now in regard to the original posters question, yes, in comparison to a 'plain' version of a chromed wheel the chromed one will weight more. Will it make a noticeable difference, well that depends on the wheel you are coming from and the overall change. Keep in mind that a good chrome finish is not a 'thin' coating by any means, descent chroming is a nice thick layer (thick for a coating) and in a large wheel size will be potentially quite a bit heavier than a plain version.
Regards
Scaff