They do add some weight, but don't look at the % increase in the servo. Look at the % increase in airframe weight (a. it's less scary b. it has a direct effect correlation with flight performance).
How big is your battery?
You'll likely find that even at 3x, the increase in airframe weight is under 5%.
I'm all for the 'build to fly' not 'build to crash' mentality, but 'build to fly' includes 'build to survive landing'.
Edit: I'm finding '9g' MG for around 14g but a lot more at 25g