Yes, really. I don't use Xd to design graphics or icons. Its vector tools are barely usable, so if I'm working with Xd I know I need to have almost everything prepared before I bring it in, most of the time.
I'm not saying it's beneficial. I'm telling you right now it doesn't work the way you want it to. I also gave you a "workaround", as inconvinient as it is. Usually, all of your strokes should be the same weight. When I scale one or multiple outline icons, I just select all of them and modify the stroke width. It only changes on the elements with a stroke within the group. I don't see why you have to edit each individual path.
Otherwise, if you are looking for something to complain about, there's a lot more things than just the scalable stroke width that should've been working, but don't 🙂 Here's the request for what you need: https://adobexd.uservoice.com/forums/353007-adobe-xd-feature-requests/suggestions/17480839--scaling-tool-scale-stroke-weight-shadow-effect
You can see there are a lot more like this one. We've been requesting certain features for the past 3-4 years, which are even more essential than this, but Adobe has their roadmap, and they won't change it based on our opinions, most of the time.
And lastly - yes, I'm using it in the "real" world, when I have to. When it doesn't meet my needs, I use other packages, some of which you mentioned. You seem to be "stuck" with Xd for the time being, so it's a better idea to adapt.