Had the same problem and it was a simple solution for me.
Check two things:
1: in modelspace with no objects selected, look at your properties window (attached or detached) and you will see the default lineweight. It should be "bylayer". If not, set it to this or everything you create beyond that point won't adopt the lineweight of it's layer (provided you are controlling lineweights by layer).
2: Highlight the objects that are not plotting their proper lineweights. Look at your properties window again, if anything besides "bylayer" shows up in the lineweight box, you won't get the proper lineweights. Choose the "bylayer option for all the objects you want to plot with lineweights from your layer settings.
Worked for me. you may want to change this setting in any custom Templates you have created as well, but that is a different story, for a different thread.