The line width of a LineSet object cannot be modified.

### Checklist

- [x] I have searched for [similar issues](https://github.com/isl-org/Open3D/issues).
- [x] For Python issues, I have tested with the [latest development wheel](https://www.open3d.org/docs/latest/getting_started.html#development-version-pip).
- [x] I have checked the [release documentation](https://www.open3d.org/docs/release/) and the [latest documentation](https://www.open3d.org/docs/latest/) (for `main` branch).

### Proposed new feature or change

For the PointCloud type, you can modify the point_size in render_option to change the size of the points displayed. However, for o3d.geometry.LineSet, it seems that modifying the line_width in render_option does not change the width of the lines displayed. Is that correct?

### References

_No response_

### Additional information

_No response_