Stalkers got it right, only I think its the sniper rounds where you start seeing a metal powder ingredient. I think the .25's are still solid plastic just more plastic product compressed in the mould.
And I don't think all metals are magnetic there MadMax. Also the metal would be a powder mixed in the round. Making a plastic ball around a metal bb would require a new set up on machinery to make instead of just changing the heat/pressure or material in the machine that already makes the current BB's.