You can Google search your face off about that subject. One point that kind of stuck out for me was that a thicker record will be less prone to warping over time, and you'll get a less distorted sound as the years go by. But that's assuming a thin record will warp more easily over time.
In the audiophile world heavier is always better. Heavier amps, heavier racks, heavier speakers, heavier platters, heavier... records.