It says in the instructions to
Never was indicator weight or put in water as it can cause corrosion.
Page 7.
You are right it is a goofy design.
You should be able to just get the new weights that have the rings you remove for 5 10 and 15 pounds.
As for just cooking it does make a huge difference in how the food comes out with times and pressure used dont kid yourself.
Are those calibrated toothpicks?