Printed line weights in Rhino are either a per object or per layer setting. They don’t pay attention to display settings. If you look at your layer pallet you should see where you need to set the print width:
The per detail settings will let you override the global settings for weight, color, visibility, and linetype on a per detail basis. You need to make the detail active before you change these settings, otherwise you will be changing the weight, color, visibility, or linetype for that layout sheet, not the detail itself.
You can also use PrintDisplay to preview what your lineweights will look like.