States have weigh stations to check the weight of transported goods in the vehicle for both tax reasons and safety reasons as well.
A lot of states collect taxes based on the weight of transported goods in the trucks and if the weight of the goods exceed the legal limit then someone is trying to transport more goods than they are paying taxes on.
They also want to make sure the weight is not over the legal weight limit for the roads and safety of others because a semi hauling too much weight for that particular road can cause an accident or damage to the road.
That's why overweight loads have to take a certain route that is planned out when they apply for a permit to move the overweight and oversized loads down the highway.
Most people go right through the weigh stations without a problem and as long as you have the correct weight and are not over the weight limit you'll be okay.