No science to back it up but I doubt the weight makes much difference. Compare the wheel weight to the rest of the components any movement has already travelled through (and the friction involved between each) and it surely can't make much difference.
I'm sure the material, diameter, thickness etc can feel different though and it's hard to isolate one from another.
I'm sure the material, diameter, thickness etc can feel different though and it's hard to isolate one from another.