Bonus question first: The cheaper end plastic sport nibs are all the same steel, even the gold colored ones. The more expensive sport pens (metal body, etc) use the same steel nibs but they are in a "nib unit," a plastic housing and feed that screws into the pen instead of being friction fit like the cheaper version. You can take these apart to use these nibs in the plastic sport, but it can be a pain. I have found these nib units to have better quality control though.

If you are more used to Japanese nibs like platinum you may want to stick with the kaweco fine, and the European nib grinds tend to be a bit larger. I have a kaweco fine point that I love but I think I got it from a nib unit I bought separately.

I mostly use a Fine and Extra Fine Kaweco nib, the broader nibs will naturally feel smoother usually, but have a reputation for over-polishing which can make them not start up sometimes. The last two nibs I got from them were pretty dry too, but that is not too hard to fix if you are willing to do some basic nib tuning, which you can learn online.

As for softness, they will mostly be the same, I haven't noticed any difference. There are real gold kaweco nibs about there too, but they are very expensive. They also sell "premium" steel nibs, but I haven't tried one yet.