No, really, there's no reason at all to give money weight at all. It's just a nuisance. One of the problems is that games tend to have one universal currency, so the smallest of trifles has to cost 1 gold, and the high end trifles cost 50,000 or more.

This is resolved in the real world by having multiple tiers of currency:
1 gold = 100 silver
1 silver = 100 copper
1 gold = 10000 copper

So that 50,000 copper piece Item of Awesome is only 5 gold pieces.

Weighted gold needs careful design and balancing to work well, and Larian COULD spend time, energy and money to get a workable system, but I'd rather they leave gold as weightless and focus that energy on making Henchmen more interesting.