Why do you have different weights on jig heads? There are many reasons, and we will explain some of them.
A soft bait is quite light and without additional weight you will not cast it far enough. When the bait is in the water, it sinks faster with heavier heads and sometimes you need a fast sinking jig that triggers the strike. It´s better if the jig has a paddle on the tail so it moves and creates vibrations in the water.
Sometimes it is slow fishing and the fish may need a long time to strike. Especially if the water is cold. Then you need a lighter head so it sinks a little slower.
Some days the fish are close to the bottom and the wind might be strong. Then it is better to have a slightly heavier jig head that helps you to keep contact with the bottom. But it also gets easier to feel carefull strikes when you are fishing it and then you can just cast in the same place again and the fish might strike again.