In certain devices (batteries and power supplies) there's a minimum weight that can realistically store or convert a specified amount of energy or power.

So if you buy a 1000w PSU and it's too light, you're going to know it is fake. So they add the weight to make it feel right for the power rating. In this case this is a double-whammy of a failure waiting to happen. A PSU with a lower than advertised rating, coupled with a lack of safety circuitry means it's more likely to fail due to the overload applied, and when it fails it's more likely to go out in a big way.