I suspect this from HELP may explain your issue better if you make the switch to Windows AutoCAD, see #2 vs #3:

Display Lineweights
1) Lineweights can be turned on and off in a drawing, and are displayed differently in model space than in a paper space layout.
2) In model space, a lineweight of 0 is displayed as one pixel wide, and other lineweights use a proportional pixel width. Lineweight display in model space does not change with the zoom factor. For example, a lineweight value that is represented by a width of four pixels is always displayed using four pixels regardless of how far you zoom in.
3) In a paper space layout, lineweights are displayed using real-world units, and lineweight display changes with the zoom factor.
4) By default, lineweights are plotted with the exact width of the assigned lineweight value.