I do not believe this claim is true, at least without additional conditions on $g(n)$.
Define $\alpha_n:=\sum_{k=1}^n \beta_k$, where $\beta_k$ is an arbitrary sequence of positive real numbers. (These sequences now clearly satisfy the hypotheses of the claim.)
Then
\begin{eqnarray}
& &\frac{\sum_{k=1}^n \alpha_k\beta_k}{\sum_{k=1}^n \beta_k}\\
&=&\frac{\sum_{k=1}^n \beta_k\sum_{j=1}^k\beta_j}{\sum_{k=1}^n \beta_k}\\
&=& \frac{\left(\sum_{k=1}^n \beta_k\right)^2+\sum_{k=1}^n \beta_k^2}{2\sum_{k=1}^n \beta_k}\\
&=& \frac{1}{2}\sum_{k=1}^n \beta_k+\frac{\sum_{k=1}^n\beta_k^2}{2\sum_{k=1}^n \beta_k}.
\end{eqnarray}
So in this particular case, the claim is equivalent to the assertion that
\begin{equation}
\frac{\sum_{k=1}^n \beta_k^2}{\left(\sum_{k=1}^n \beta_k\right)^2}\rightarrow 0.
\end{equation}
This need not be true if $\beta_k$ grows rapidly, as can be explicitly seen by evaluating the limit for $\beta_k:=\exp(k)$.