What types of weights are used in the blankets to add weight? I know of the blankets, but have never seen one IRL. Given that they are used by children, I can't imagine they are solid weights made out of metal with sharp edges and are more like sand or some other soft filling.
Even though it is 5 lbs and 5 lbs is 5 lbs regardless of the material, I'd rather be hit by a 5 lbs bean bag than a 5 lbs brick, KWIM? Neither would feel good, but the sharp edges of the brick would do more damage. Therefore, in my roundabout way of saying this, lol, I don't think the blanket is that much of a problem. Tying it to a part of the carseat could affect its performance in a crash since the carseat is weight-based, so I wouldn't do that, but having the blanket lay on your ds should be OK. It's better than him having a meltdown while you're trying to get somewhere, which leaves you frazzled and more likely to crash.