There are 2 different style of wheel centering systems, hub centric and lug centric. Hub centric means that the center bore of the wheel indexes to the hub of the spindle/axle with a very tight tolorance fitment. Sometimes, this style wheel can be difficult to remove if there's any rust buildup. The other type is lug centric, which centers with the bolt crcle, and usually has a gap around the hub. It has nothing to do with "supporting the weight", only how the wheel is centered to the hub/bolt pattern. It does make a difference in how the wheels are balanced, though. Hub centric are best balanced isung the cone-and-cup style mounting on the balancer, lug centric use a pin plate what mimics the lug pattern.
Use of a lug centric wheel on a hub centric vehicle can potentially cause a vibration issue, but otherwise, there should be no problems using them as long as the lug nuts are properly torqued.