The ChartBySampling has a lot of functionality that sometimes takes some drilling down into to find it. In the properties of the ChartBySampling, there is a Series property. If you click that property and click the ellipsis (3 dot button), it will open a new properties window. In that new window of properties, you will see an Appearance group of properties. In that group is a BorderWidth property that can be used to change the line thickness.
If you have multiple data points, you will need to add the same number of Series in design view in order to be able to set this property for each data line.
