I don't know. I guess it's easier to add weights to rolling stock, but then it makes your locomotive motors work harder, depending on your train length.
Fred Dole had an article years ago in the OGR magazine, which inspired me to drill out all rivets and replace them with a truss screw and a lock nut. It is the wobble of the loosely mounted trucks more than anything else, that is going to cause derailments, especially when backing up a train. I tighten the replacement screw all the way, then loosen just enough so the truck moves freely left to right, eliminating the wobble that is just inherent with the rivet mounted trucks. By the way, even screw mounted die cast trucks can still be very loose and therefore have wobble. Sometimes there is a brass insert over the screw, which causes the die-cast truck to wobble. Though the added weight of the die cast trucks makes them a little less prone - but not out of the question - to the same type of derailment.
This is because unlike a real train where the couplers are mounted to the train car body, our "toy" trains have the couplers mounted to the trucks. This allows navigation through tight curves. But it also means all the weight in on the couplers and thus the truck sets when pushing the train backwards. So when going through curves, the truck sets tend to get pushed upward with the loose rivet mounting, thus causing a derailment.
As a side note here, even though the truck sets and couplers appear very similar between manufacturers, they're all subtly different. The shape of the knuckle, open space inside a closed coupler, and flashing on the knuckle or coupler assembly - these things can all contribute to derailments.
Once I started replacing rivets, I have no derailments. This is on a 027 track layout with every no-no as far as track plans: "S" curves, switches on curves, and multiple switches in a row. And I can put short MARXC, K-Line or MPC 8-inch plastic cars pushing longer, heavier Lionel, K-Line and MTH cars (all with die-cast truck sets, or postwar Lionel trucks) backwards with NO derailments.
I know it sounds like I'm bragging, but seriously, I can't remember the last time I had a derailment, other than my own error for forgetting to throw a switch track. It has to be more than 20 years with no derailments.
Yes, I know drilling out the rivet might reduce the value of the train car. Reality check: Prices are already way down. And unless you can perfectly remove any adhesive residue left over from added sticky weights, this will also reduce their monetary value. Personally I'd rather have train cars that run perfectly on my layout: The value is in that. So whether you drill out rivet mountings or add weights, that's your choice. Lighter weight cars will also extend the motor life on your layout's engines.
The other thing you can do, in lieu of adding stick on weights, is to get heavier solid wheel sets. Many Lionel MPC cars came with what is called a "hollow wheel set." These have less metal in them (less cost to make) but are also lighter. The heaviest fast angle wheel sets I know of are those once made by Industrial Rail. I bought a bulk bag of them when they were easily available, and put those are shorter cars where a little weight might be useful, like those with roller pickups. But even recent production Lionel and MTH wheel sets are heavier than those by Lionel MPC.