Reason:
This is not an issue, it is as designed for these formats.
1-Open new file and draw a Line.
2-Save as this file to "PS.dwg" format and close the file.
3-Open "PS.dwg" file.
4-Select the Line,Modify,Properties and open General window.
5-Print Style field is missing.
6-It's the same for DXF, DWF, DAE and 3DS formats.