How can I preserve the line styles of my layers when saving a sheet format?

After almost 10 years of using SW I'm still not real clear on how Layer settings are saved.  The best I can tell, Layer settings are saved in Drawing Templates.  However, I've also added layers, saved a sheet format, and then later had those layers added to all sheets of a different drawing if a sheet was added using that sheet format, even if those layers didn't exist in the drawing until the sheet was added.

In any case, try opening a new drawing, update your sheet format, and re-save your drawing template.  (See What's the difference between a sheet format and drawing template?)  If that doesn't work when you open a new drawing with this template, make the edits to the layer properties again (not while in "Edit sheet format" mode), and save the drawing template again.  That should certainly work.