If one is loading shot by 1 oz volume, is there a difference in weight between # 9 shot and #7.5 shot??
Yeah, there's a difference, but it's not night-and-day. I've loaded enough shells by volume over the years that I've checked this myself with a scale. Same 1 oz dipper or bushing of #9 comes out a hair heavier than the same volume of #7.5. The little pellets just nestle in tighter with less wasted air space around them. You're talking a few percent at most maybe 10-20 grains depending on the exact lot and how hard the shot is, but it's real.
Yes, a 1 oz volume measure of #9 shot will typically weigh a little more than the same volume of #7.5 .
Same 1 oz volume bushing will drop a bit more actual weight with #9 than with #7.5. Smaller pellets pack tighter less air space, so #9 comes out a hair heavier. Not a huge difference, but it’s real enough that some reloaders notice it and some bars even have skeet special versions because #9 throws heavy.