I discovered that the dimension lines use the default pen settings of the last layer in the Layer List. At least on my setup: 2.2.0. The attached file Test1.dxf has five layers: 0, Dims, Parts, Parts cl, and Parts hidden. The dimensions are all on the "Dims" layer. However, the dimension line type (at least for my release candidate 2.2.0 version) uses the "Parts hidden" layer's pen settings. In this case, the dimension lines are red dashed lines, not the continuous black/white lines specified with the Dims layer.
A work-around is to add an additional layer, "Z-Dims" for instance to make it the last layer, set the default pen settings the desired settings, then save, close, and reload the file, the dimension lines then take on the Z-Dims default pen settings.
Test1.dxfThis is a non-released
Version: 2.2.0-rc1-142-ge38b7088
Compiler: GNU GCC 4.9.1
Compiled on: May 17 2019
Qt Version: 5.4.1
Boost Version: 1.53.0
System: Windows (Pro 64)