I was just scaling a symbol and ran into what I think you are describing. The widths of the strokes all got too thick and I couldn't figure out what was going on. Then I remembered the option for 'Scale with object.' And then, as you, I was wondering how to apply this setting to everything without having to do it individually. Well I discovered that, as long as you have curves in groups, you can select the group in the layers panel then go to the stroke settings that pop up at the top of the program window and check the selection there to have it apply to the group.