It doesn't look like the option has appeared in SGPLOT yet, but within GTL there is another MARKERATTRS option called weight that will make the symbols thicker if you set to bold. You could probably use TMPLOUT in your SGPLOT code into a template and then modify the MARKERATTRS in the provided code.
https://documentation.sas.com/?docsetId=grstatgraph&docsetTarget=p0yjbi9rz0z03tn1arz9ia9tgvic.htm&docsetVersion=9.4&locale=en#p1u28q2ug4beltn1aq128py27bj9
Also going to plug my macro to make survival curves:
https://communities.sas.com/t5/SAS-Communities-Library/Kaplan-Meier-Survival-Plotting-Macro-NEWSURV/ta-p/479747
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