The lighter knob is probably not dampening the transmission's natural vibrations as well as the heavier stock knob. Many stock cars have heavy knobs, especially those with short throw shift actions, because a heavier knob gives you more leverage to change gears smoothly and easily, and also dampens vibrations that come up through the shifter.
I personally prefer the extra vibration and notchier action of a lightweight shift knob (I'm using a nearly weightless Civic knob instead of the stock 5-pound sausage) because it's more raw, feels more connected, and I can hear and feel what's going on inside my machine much better. That's the whole philosophy behind improving chassis rigidity, stiffer drivetrain mounts, torque dampers, etc. This "feel" stuff isn't the most comfortable thing in the world but people like myself tend to prefer the business end of things.
Mazdatrix sells their own short-throw mechanism for my car, and they've done research on numerous cars with numerous combinations from stock to crazy. They've yet to explain some sort of phantom vibration that occurs with more than half of RX7s with aftermarket shifters - but not all - and even some with stock shifters. I guess it just sort of happens, and you deal with it. As cars get old and you modify them, inexplicable vibrations and annoyances come out of the woodwork.