I've occasionally had the same problem, in fact it just happened again this morning, but I've never figured out what causes it. Sometimes I can save the drawing, close it, then open it back and change the settings and it will stick. I don't know if that will work for you or not, but it's worth a shot.
If it doesn't then the only option I know would be to Ctrl+select the model edges and change them with the Line Format toolbar.
I gave up on it awhile ago, but recently, after I had been messing about with saving some new section views in the assembly, and creating some other new views, the problem automatically resolved itself. Perhaps there was some linkage to the default views in the assembly - I don't know.