Whether you scale a drawing or part of it with the scale command, or scale down a drawing in the printing process, the line thickness will always stay the same. For instance, 0.5 mm will stay 0.5 mm, also when printed on paper. It just looks different in relation to the objects shown.
So if you want to scale the line thickness too, you will have to do this for selected entities separately or via the Layer Properties, if the entities have the pen width property "By Layer".
There is no way to automatically couple the pen width with scaling.