Works for me (Laz1.6 FPC 3.0).
Did you try 2 rectangles besides each other and one with width := 1 and one with width := 4; (or 40) and see if it makes a difference.
Width := 4 isn't really a heavy line considering some printers print at 600 or 1200 dpi.
(I had to zoom in 800% for this example)