If you’re considering wheel weights OR liquid ballast (as opposed to doing both) check the difference between max lb of wheel weights v max lb of liquid ballast. It should be listed in the OM. As an example, max rear wheel weights for my L is 185lb/wheel. Max liquid ballast (75% liquid filled) varies by tire size/type and what you fill it with, but with R4’s calcium chloride (definitely not recommending that but it’s what is listed in the OM) is 585lb/wheel. Assuming there are two rear wheels, that’s a 800lb difference between wheel weights and liquid ballast; not inconsequential IMO.
As has been discussed in several prior threads, wheel weights and liquid ballast don’t transfer weight off the front axle to the back axle; you need ballast rearward of the back axle (backhoe or something on the three point) to do that. However, so long as you have gravity where you live, the heavier the back of the tractor is, the more likely it is to stay planted on the ground. If you have hills and/or slopes, liquid ballast will provide additional stability. Wheel weights will too, but not as much because they will weigh less. Widening rear wheels increases stability IF the tractor is ballasted such that the rear end stays on the ground. If the rear end is in the air, it doesn’t matter how wide the rear tires are set.
Even with loaded rears and/or wheel weights you still need to consider ballast on the three point; weight box or heavy implement acting as a counterweight. Weight behind the back axle transfers weight from the front axle to the back axle, which is generally desirable when using the loader.
As others have mentioned, using 4WD navigating slopes with heavy loads on the loader is also advisable. Without 4WD engaged, front wheels free wheel. No engine braking, no brakes. There’s no differential in the transfer case, so 4WD ties the front and back wheels together, effectively giving you both power and braking on the front.
Utility type tractors are a Swiss Army knife type thing. They can do a wide variety of things but they’re not exactly purpose built for any one task. They can be set up pretty light for tasks such as mowing flat ground and other landscaping duties where weight may not be desirable. They can be ballasted to be much heavier for loader work, heavier draft work, etc. Proper ballasting for the job(s) the tractor will be doing is incredibly important to safe operation. Some of that is learned by experience specific to your machine and operation venue. I know to max out the loader on my L in less than ideal real world conditions requires loaded rears (about 1100lb +/-) and a minimum of 600lb on the three point, preferably more. I don’t know what your machine requires.
With the topography of our land, where only about 5% of the land is anywhere near flat, I would not even consider operating a farm/utility style tractor without liquid ballast in the rear tires. Of course YMMV.