According to my scales on every steel cent I weighed came out to be 2.5 grams. Steel cents that have been replated weighed 2.7 grams. The cent in question weighs 2.6 grams. I still believe its something under the zinc coating and personally believe the naval jelly only removes the rust and gunk...
I'll second your opinion that it may be under the zinc plating. Based on the closeup I still think it was on the original planchet, as part of it extends into the depressed areas on the rim, and looks like it was there prior to the coin being struck at the mint. Just my thoughts on it.
Now that you have given a weight, I pretty much think my original hypothesis stands except that it was replated first.
Okay, here's what I know: The sheets for fabricating these cents were Steel core and zinc coated. The planchets were cut out, and you could (not so clearly) see the separation from the zinc and the steel. It looks much like an oreo. This is because the zinc is not an alloy so the center is pure steel. I encourage Abe to look for that seam, if it is not present, or there is no cartwheel luster, I am going to stick with a re-plated coin.
Replated steel cents stand out like a sore thumb compared to the originals or the ones that have been soaked in naval jelly. The ones that I have look almost like aluminum...