Forged steel, vs the cast steel/iron of the wheels themselves. They are heated and press fit on the wheels, and the cooling shrinks them onto the wheel. This is usually semi-permanant, with replacements only from wear against the rails. The cast iron would be too brittle and crack. In this case I would assume there was a casting defect in the wheel, which broke within the 'tyre'. Wagon wheel tyres are made in a similar way, but use wood spoked centers.

Still do. The ICE derailment at Eschede, for example, started with a tyre peeling off a wheel at speed.