Why does the factor of safety not increase when the wedge weight increases?

The fact that the Factor of Safety is independent of the wedge weight is likely due to the fact that there is no cohesion defined for your joint planes.  Think of a block on an inclined plane with only friction; the FS is equal to tan(phi)/tan(alpha) where phi is the friction angle and alpha is the failure plane angle.  Note that the FS is independent of the weight of the block. 

See page 5 of “A Slope Stability Problem in Hong Kong” (from Hoek’s corner) if you need to verify this equation.

If you add cohesion, you’ll probably see a change in the FS for different wedge weights.