Sadly, there is a lot of conflation between the two (laws and theories) which occurs largely due to miseducation and the scientific illiteracy it causes.
Including by you. Stop trying to miseducate people.
Scientific law is only about what is; it is bore, defined, and comprised of rigorous and repeated measurement alone (no theory).
Typically as defined by a mathematical relationship, and which forms part of a theory.
The law of gravity is ancient, 1000’s of years old, and remains today largely unchanged. What goes up, must come down.
Except that isn't the law of gravity at all, and is wrong/only applicable in limited circumstances.
The law of gravity is fairly knew, and there are actually a few.
It could be argued that W=mg is a mathematical description (or part of it, at least) of the aforementioned law, but it involves two theoretical entities
No it doesn't.
All three quantities in that equation are quite real and measurable.
Weight is measurable as a force applied to any thing (such as a scale) the object is sitting on.
Acceleration is measurable, including that due to gravity. Especially if you measure the acceleration in a vacuum.
Mass is measurable, in several ways.
So no, there are no theoretical entities in that equation, they are all quite real.
You wanting to pretend everything is just magical weight will not change reality.
You have had it explained to you why it is not just weight, which you have just continually fled from or ignored.
Ignoring it wont make it go away.
But even then, there is no requirement for a scientific law to not use theoretical concepts.
A law provides a description of what happens, often a mathematical relationship and I'm yet to find a single law that cant be expressed by math.
A theory explains why.