fonts / siunitx: Understanding how "detect-all" and "detect-inline-family=math" work

Question

For the following, I need to

1. understand why neither detect-all nor detect-inline-family=math doesn't make \num print the same font as the surrounding inline math, and the only way to do so is through math-rm = \symup as suggested by this answer.

2. understand why I need to load the option math-rm = \symup in order to make \num copy the document default math font.

3. know if it is possible to make the default math font-weight as light as the surrounding normal text since it looks a bit bolder for my eyes.

\documentclass[14pt]{article}

\usepackage[no-math]{fontspec}
\setmainfont{Latin Modern Roman}

\usepackage{unicode-math}
\setmathfont[math-style=ISO]{Cambria Math}

\usepackage[
detect-all,
detect-inline-family=math
]{siunitx}

\begin{document}
    \centering
    text: 123 \num{123}\\
    inline math: $123~\num{123}$\\
    display math: \[123~\num{123}\]
    
    \verb|\sisetup{math-rm = \symup}|
    \sisetup{math-rm = \symup} % https://tex.stackexchange.com/a/438342/2288
    
    \vspace{\baselineskip}
    text: 123 \num{123}\\
    inline math: $123~\num{123}$\\
    display math: \[123~\num{123}\]
\end{document}

Answer 1

\mathrm (and \mathbf etc) uses in the default setup glyphs from the surrounding text font, \symrm (and \symbf? etc) uses glyphs from the math font:

\documentclass[14pt]{article}

\usepackage{unicode-math}
\setmainfont{Arial}
\setmathfont[math-style=ISO]{Cambria Math}
\begin{document}\pagestyle{empty}
$\mathrm{mathrm}\quad\symrm{symrm}$
\end{document}

By default \num uses one of the \mathXXX fonts, and by default this \mathXXX fonts uses text fonts, and so \num uses a text font even in math. With math-rm = \symup you can force it to use the math font.

detect-inline-family=math doesn't mean that \num will use a math font, it means that \num will react if it is inside a math command. Try for example

  $123~\num{456}~\mathsf{\num{789}}$

3. know if it is possible to make the default math font-weight as light as the surrounding

Well Cambria Math is a bit bolder. Why don't you use the default (latin modern math) which would fit better?