If it were purely gold, the biggest problem I forsee would be getting it to survive a tank's muzzle velocity. The heat and energy from the massive shell primer exploding would probably deform the gold and jam the cannon or worse.
That is to say nothing of costs per operating combat unit. A tank with gold shells would cost billions.
I don't if you guys get the reference but in the online game World of Tanks, there are many types of tanks that you can reserach, buy and upgrade from many different nations. Usually everyone is giving a tank that uses AP rounds, thats the standard round that most tanks use of course there are other rounds your tank can carry and the premium rounds are usually the ones that can penetrate more or do more damage. When they came out for the first time you could only buy them with gold coins, the ingame currency so when someone shot at you with this type of rounds they literally paid real money and the term "gold round" came into existance and has stuck ever since