I answered a similar question recently in this thread:
To use custom stat weights, you need to create a custom gearing strategy using the simulator. And then you can choose to use stat weights instead of the machine learning option and edit them. Using regular old stat weights has no way to rank trinkets, weapon enchants, azerite powers, etc - so half the stuff in the game really - that’s why you have to start from a gearing strategy with some data for those effects. .