Hey,

When you change the weapon load out, it's at first only a visual effect.
But you can click 'load' in the weapons panel for it to be loaded.
If you do this last step, you will have the weight of your weapons, and even the extra fuel from external tanks.
To see this very clearly, you can load only one side of the aircraft very heavy, the other side empty, then click 'load'  :P

Tyrion