Almen A strips have a hardness of 44-50RC so that they are much harder than your part material. The depth of indentations depends on the hardness of the impacted material. Therefore you will have shallower indentations on the strips than on your part material. That explains why the roughness is less for the strips. The effect of deep indentations on fatigue resistance depends on the shape of the indentations. Conditioning of cut wire reduces the sharpness of edges but does not produce spherical particles. Double and special conditioning gives further improvement. Examine your CCW shot using a microscope.