Testers should always assume their builds will not be perfect when opting into beta programs, Android or otherwise.
Seeing as Android P is currently in beta - and only the second developer preview, at that - there's bound to be bugs. If your lock screen weather isn't showing up, you might want to try these steps to fix it. It isn't flashy, but it's a fun and useful addition that, unfortunately, does not always work. Among its many new features, Android P returns the spirit of lock screen widgets to users by presenting the current temperature and weather conditions underneath the clock.