Automatic route & drill width in Eagle PCB layout editor

If you look up "the right way to change route widths in Eagle", you will find that you need to

- set up different "net classes" in the schematics editor
Edit -> Net classes

- set the right class for each net in the schematics editor
Right click -> Properties or Change tool -> Class

- route the nets in the Layout editor

The problem with this approach is that it does not work :) or at least not when you route manually. The layout editor will not automatically change route widths based on the assigned net classes.

What you need to do is go to Options -> Set -> Misc and check the Auto set route width and drill option.

Why this is not the default setting is beyond me.