The idea - "more weight is better" - can relate to many things. In one instance - a heavier ground engagement implement will - generally speaking - do its job better and quicker. Example - I have two rear blades. Both are 96" wide blades. One weighs - 565 pounds, the other weighs 1050 pounds. The light blade will not cut thru the concrete like surface of my mile long gravel driveway in the summer. The heavier one has no problem.
I have a grapple on my tractor. It can lift 3000 pounds - BUT ONLY if I have sufficient weight "out back". I have 1550 pounds of Rimguard in my rear tires and my 1050 pound rear blade on the 3-point. That amount of weight IS NOT ENOUGH to offset a 3000 pound lift with my grapple. I can safely lift 2600 to 2700 pounds - the way it is set up now.
There are times when more weight may not be the ultimate answer - when you and your tractor are up to your elbows in a mud bog.
You need more weight when - lifting with your front end loader(FEL) - looking for more traction(other than stuck in mud), wheel weights, fluid in your rear tires, implement on your 3-point. Looking to increase lateral stability - this will involve fluid in your rear tires, wheel weights, weight on your 3-point AND widening your rear tire stance.
You dig into soft ground - you are in too much of a hurry to get out on the tractor. Wait a bit longer - let things dry out before you go into that area again. Weight won't help you here.