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Make a line graph. Freeze it. use options Lines & Symbols and move Line width between 1/4 and 1. Click okay or apply and nothing changes on the screen. (If you do a copy and paste into Word the line width does change.)

Bug? Screen resolution issue?

Yes, it is a resolution issue, not a bug.

On the screen at default graph size, you probably can't see the difference between 3/4 and 1. If you maximize your graph and change the line width, you will be more likely to see the change. Either way, it will show up at higher resolution (print).