The Changes done of the Border thickness by Edit Display command are lost however the drawing sheet size is changed.
Solution
New Border and Zones are recreated as per the Sheet size by default settings, hence the changes are lost.
To have required line thickness user need to set default setting as per the required line thickness.
Location:
[Menu>>Tools>>Drawing Format>>Borders and Zones>>Settings].
Notes and References
9735120
Hardware/Software Configuration
Platform: INTL64
OS: windows
OS Version: 1064
Product: NX
Application: DRAFTING
Version: V1899
Function: DRAWING/VIEW
Ref: 002-8142724