CRGO & CRNO are both electrical steel grades used for stampings & cores of electrical Transformers & other electrical appliances.
CRNO is cold rolled Non Grain Oriented steel laminations ,thickness available is not less than .50mm as compared
to .27 of CRGO, & Hence the losses in CRNO are more than four times of CRGO.CRNGO Non oriented fully processed steels are iron-silicon alloys with varying silicon contents and have similar magnetic properties in all directions in the plan of the sheet. They are principally used for motors, generators, alternators, ballasts, small transformers and a variety of other electromagnetic applications.

WHERE AS CRGO is used for Distribution as well as Power Transformers due to its low loss characteristics. CRGO or Cold Rolled Grain Oriented Steel is available in various grades (generally called M3, M4, M5 & M6). Major international standards such as Japanese (JIS), American (ASTM), German (DIN) and British Standards are AVAILABLE which specify grade, thickness, Watt Losses and Magnetic Flux density.Conventional CRGO materials (M4, M5, M6) are used regularly for cores in Transformers.
So far losses are concerned CRGO core is a better choice over CRNO. In addition to that transformer can be designed at higher flux density and since High Voltage Transformers usually have larger no of turns to keep the impedance voltage within reasonable limit we have to keep volts per turn higher than the normal transformers.
So with the same core cross section of core CRGO is preferred in case of High Voltage transformer

CRGO steel is always preferred over CRNO steel owing to their significantly lower core loss value. CRGO is available in 0.27 mm as compared to higher thicknesses of CRNO steel. However, there are only a limited number of CRGO steel producer across globe and CRNO producer are in plenty making it a cheaper steel.