if you want to use the object linewieght you have to change that color in your plot style table to "use object lineweight" in the plot style editor.
imho, it is easier to use the plot style editor to give certain colors the different lineweights that you need then assign that color to a layer perferablly so you can keep the individual objects properties to set bylayer. it makes it easier manage lineweights, linetypes, colors etc by just switching layers. this is called color-dependant plotting which has been the standard practice for many drafters for years.
I would set a layer for the walls, make it a color that I want to use for a thicker line like yellow for instance. go into my plotstyle (in the plot dialog top left, you may have to expand the plot dialog) editor and give yellow a thick lineweight. the walls will just be yellow and the same width onscreen as everything else but will plot to the width in the plotstyle.
I do it this way because I have come to the conclusion that it is better to change individual object properties on a very limited basis only if useing the layer approach doesnt work. Changeing the objects properties (linetype,linestypescale,color) makes it harder to edit drawings. I keep objects linetype=bylayer,linetypscale=1, color=bylayer, unless I absolutely feel I have to change them.
Example, lets say that you want to offset the wall line 24" to use for the cornice overhang on your roof layout, you dont want this line to show up on your floorplan so you change it to the roof layer, but this line is still the same thickness of your wall line, now you have to go and individually change the the lineweight of that line, imagine that you didnt catch this untill your have already plotted it....
Using color-dependant mode, you offset the line, change it the roof layer (that has a different color) and you're done.
:)
I'm not saying that I NEVER change individual properites, but not unless my usual system wont work (short lines, temp color changes etc)
I use the qselect option to select things too so I have to keep some uniformity to my maddness!
Hope that helped, didnt mean to get longwinded.