hi Andy,
I think nylon will actually expand more than steel at all temperatures, so the bushing will get pressed out against its wiper arm mate at all times in compression (which is good, as it will tend to want to hold it on tightly). I don't see the CTE difference as a problem. Some coefficients of thermal expansion of common materials in the typical temperature ranges in which they are used (units are K-1 x 10-6) are:

Mild Steel 15
Aluminium 23
Titanium 9.5
Copper 17
Thermoplastic (e.g. Nylon 6) ~90

The type of nylon you bought might have a small effect. Most nylons that are widely used are nylon 6, nylon 6,6 or nylon 12. This link gives a rough comparsion of their properties:

http://www.jbcplastic.com/data/nylon/nylon.htm

I think the toughness and compressive strength and fatigue strength are what are most important in this application. Since nylons are typical pretty good in this respect, and are probably sufficient for the application, it may actually be a decent material and it could outlast a steel bushing which would be susceptible to stress corrosion cracking or other metallic material pitfalls(corrosion in general). Only downside to nylon is that it readily absorbs moisture. When this happens, it's strength is decreased. This is because water acts as a plasticizer to nylon.

For this reason, a Delrin (acetal) bushing may have been a better polymer choice. But I wouldn't replace it; i'd test it and see how it performs. Let us know, I'm curious. And if it fails, can you post some pictures so we can ponder the failure mechanism? :)