If you set a stroke to 1 pt and click Stroke Weight down arrow key button, it correctly goes to the next smaller value from the dropdown — 0.75 pt.
But if you do the same with 0.95 or anything smaller than 1 pt, clicking this button instantly makes it zero, skipping all the smaller values.

It’s even worse if you set stroke units to be non-points — even though there are plenty of smaller values in the dropdown, and 1 mm is much larger than a point, it goes 0 too.

While Cmd/Ctrl+arrow (not recorded) works fine with points, going 1-0.9-0.8... — for millimeters it works only down to 0.5, and then skips 0.35 and 0.25 (listed in the dropdown) and become 0 again.

Ai hates other units...
And we still don’t have hotkeys to jump weights (like we do for font size) — requested here: http://illustrator.uservoice.com/forums/333657/suggestions/32307397