The weak magnetic attraction, as suggested above, is due to the steel wire beads in your tires and/or the spokes. If the rims were steel, the magnet's attraction would be very obvious, as it is on the known steel parts, not weak.

Yes, there are non-magnetic "steels". The 300-series stainless steels (304, 316, etc.) are non magnetic but NOBODY ever made rims from those grades of stainless steel.

Incidentally, most good quality spokes are 304 stainless steel and are also non-magnetic. Lower grade spokes are galvanized or cadmium plated carbon steel and are magnetic.