The weight of wheels has differing takes from different people. Some were swear that nothing will improve suspension performance like a cut in unsprung weight and cutting it has huge advantages over reducing sprung weight. I've herd 7:1 ratio or all kinds of stuff that I have never seen any data to back up. They also say rotational unsprung weight is the best weight to cut. Other's say this advantage is overstated and while beneficial in suspension travel and braking, not the end all be all solution.
One thing is sure though, there is a reason pretty much every racing series limits tires and that is because people will stuff as much rubber under their cars as you will let them. There is only one set of items that make contact with the road and it determine the amount of grip/traction you have. Tires. Nothing other than driver skill comes close to impacting your limits.
Having said that, so far I have done nothing to my M3P other than a winter wheel and tire setup so I have no actual experience on this platform. I have built my own car though, and to be fair, I used pretty hefty solid urethane bushings all over it which I cut channels in for Greese, have double adjustable coilovers, fully adjustable upper and lower control arms, custom anti-swap bars, etc. So I'm not saying this stuff does not have a place or benefits, I'm just saying tires are important and wheel weight actually does play a significant roll in suspension performance as it is unsprung weight constantly in motion which needs to be controlled. The Tesla Performance wheels and stupid heavy. Not at all hard to find a set with a design you will like which weights much less. I think there are options out there that save close to 10lbs a wheel, which would blow a Miata racer's mind.
I guess I should mention that your tire alignment can play a huge role in the car's handling. Changing parts that allow you to dial that in how you would want could also make a huge difference for a reasonable price, so maybe that is the way for you to go until you do need new tires.