I've tended to deal with lightweight rims, mainly on Hondas. But once I was driving a Chrysler 300C as part of a wedding. 22 inch rims with the bride and her bridesmaids in it. About halfway there I got pressure warning light on the right rear, sure enough about 1 minute later it was flat.

Try lifting a wheel that size in a suit in 25 degrees. I could barely get the jack under the car. That rim must've weighed close to 20kg.
Plus the ride was bone shaking. Nonetheless, as many have mentioned, your ride will be firmer, it's always a trade off.