The only value I see to having every color in a CTB "Use Object Lineweight" is if you also change the other parameters for various colors in your plot style, for example if the screen colors that are in one range or group, they print with different parameters - for example, all screen colors that end in "1" (e.g. Color 41, Color 51, etc.) are set to print "Black, with Screen50", or something like that.
But if you're going to do that, I'd say switch to STB, where you can create named plot styles, using names that indicate what each plot style does, rather than reserving "color ranges".
Of course, we STILL have problems with Named Plot Styles in C3D (I don't think Autodesk tests their products with STB files much, if at all). The problems are mostly minor, though (like leaders for labels that are in the dragged state, and the leader uses the wrong plot style), and there's ways to work around them. And even with the problems, I greatly prefer STB to CTB. It's just frustrating that Autodesk doesn't fix the problems, year after year.