Using a thicker oil in the diffs provides a "locking action". For example a thicker oil won't let the wheels spin as much. If a diff has a lighter oil, when the car turns you can see that the tire that has less grip will unload more.

Usually a thicker oil in the front diff will provide more on power steering. Whereas a lighter oil will let your truck turn off power a little better. A starting point I like to use is run 10,000wt oil in the front diff/ 50,000wt in center/ 5,000wt in the rear diff. Feel free to experiment with what works for your track. But usually the center diff uses the heaviest oil. Hope this helps.