The biggest issue with weight on a CNG bus is simply the fuel tank, as I'm sure you can imagine. You've seen the tanks. They're the full length of a 40-foot bus, more or less.
The technology in the construction of those fuel tanks has been improving significantly over the years, to the stage where now the tank is double-walled, but it is made of materials that are considerably lighter than those that were used probably even five years ago.
The overall weight of a 40-foot bus probably increases by about 1,000 pounds or so with a fully loaded fuel tank, compared to a fully loaded diesel bus. There are some weight penalties, but they're offset in terms of the efficiency of the engine and those kinds of things.