There are two ways to address this problem.

1. Per document.

Create a line or a rectangle, press D to reset the appearance to the default one, and then apply a stroke weight you want. Then open the Graphics Styles panel and drag-n-drop you shape with the proper weight over the [Default] style in the panel. This will force this appearance to be applied to all new objects in a document, when D is pressed.

2. For all new documents

Locate the folder with document profiles.

On Windows it should looks something like
C:\Users\[username]\AppData\Roaming\Adobe\Adobe Illustrator 26 Settings\[language, like 'en_US']\x64\New Document Profiles

On MacOS it’s somewhere here
Users > [user account] > Library > Application Support > Adobe > Adobe Illustrator 26 > [language, e.g. 'en_GB'] > New Document Profiles

Open the profile you want to change (I use Print and Web).
Repeat the same steps as above, delete the shape you used to override the default graphics style and save the document.
If Illustrator forbids you to do it, save it elsewhere and then replace the original files.
Now all new documents based on a certain document profile will have the default weight you defined.

This method can be also used to change default swatches, default fonts, etc.

Don’t forget to backup you document profiles, because Illustrator tends to overwrite them on update.

Isn't there some settings file we can update that has these settings?

agree come on Adobe.

Same here! I would like to add 0.35 and 1.5 to the list of default stroke widths in Illustrator. They are needed frequently when creating pen-and-ink–like scientific illustrations in Illustrator. For now I've resorted to saving graphic styles for each stroke width, including tapered and variable width adjustments.

yes i agree and i would also like to have customized line weights, so for instance that i can put 0,18 in there