I have not seen a picture of the filler but they said its the cheapest sand they could get (probably even free).
So i assume it is mostly rocks and gravel anyway.
Not sure about the math here, but it is surely cheaper to build a bigger tank with crappy sand than a smaller one with more expensive clay.
I would say rocket heaters have more constraints on space while for a large industrial tank you would not really care about it being large and heavy.
From an efficiency standpoint you will not run into many problems, since the efficiency of heat based systems is based on the thermal loss.
Thermal loss occurs on the walls and in processing (like the rest heat in the air venting out of the system).
The process losses are independent of your storage material and often unavoidable.
And since those are large installations, the mass to wall ratio is really really good (square–cube law).
If you make them big enough not much insulation is required and the overall efficiency is high.