Maybe it's because there are elements without Stroke applied on your selection. If all elements are intended to have the same Stroke width, you can remove the Stroke of all selected elements and then, add the Stroke with the width that you want. You can remove and add the Stroke using the Swatches panel: select the Stroke option and click the None swatch. Then, select another swatch to add the Stroke. Also, you can do that with the icons on the lower part of the Tools panel.
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