Yes, this is the way LightBurn works. There is no “line-weight” associated with a path in LightBurn. If you want to add “thickness” to a line, you need to define the bounds of the path to be filled. LightBurn does not provide for this to be done automatically based on settings in other drawing tools as you describe.
Have a look at this to better understand how LightBurn uses boundaries to define fill areas: