She wouldn't be quite as heavy as Donkey Kong, but she wouldn't be far from it. As for Roy Koopa, I could easily see her being heavier. Same with Morton, I never understood why he is in the same class as Bowser.
And as I stated previously, Rosalina really isn't thin, she is actually quite thick in various areas. Her arms are her thinnest area, and even then, they still have definition. Her thick areas, large frame, and big head are more than enough to believe-ably make her a heavyweight.
And the reason she fell with such weight had nothing to do with mood, she literally faints in her Bogey animations. The difference is that for regular Bogeys, she wakes up as the Luma catches her, turning her powers back on. With the Double Bogey, however, she doesn't wake up, so her powers are off, meaning that's her natural weight.
For a real life reference, here is the current tallest woman in the world to have ever lived, Yao-Defen:
She was 7'8", which is an inch taller than Rosalina's canonical height. Do you honestly think she is lighter than the people surrounding her?
Because there is no way she is. In fact, she weighed 395 pounds. That's around the weight of the average piano or sports motorcycle.
So for reference, Rosalina probably weighs about as much as the motorcycles Mario rides in Mario Kart (not as much as her own ones though, as they are bigger).