Cylinder is always a "secondary standard" in volumetric measurements. It is never used in quantitative transfers. A pycnometer is designed to hold known volumes and it should always be used for density measurements at known temperature. Good quality pycnometers come with a certificate of quality assurance.
If you are interested in a deeper investigation, analytical glasswares come in two grades, Class A and Class B defined by so-called tolerances by various organizations. If you look closely you will see these labels on quality glassware. Similarly, look for TD and TC label on cylinders and other volume measuring glasswares. TD means to deliver and TC means to contain. If you don't see any A or B label, chances are that this glassware just good for educational purposes (or economical version). European union and other countries have set limits on volumetric accuracy.