It seems that the built-in Visio PDF converter doesn’t respect line weights (or thickness setting for a line). If using line weights below 0,5 pt the built-in PDF converter will use 0,5 pt line weight anyway.
I am in progress of upgrading my Visio stencil collection. I am using lesser line weights with some of the new shapes, like cable and port placeholder shapes. Some details were lost when using Visio’s built-in PDF converter (save as PDF).