This is the result of a Visio workaround to a Windows limitation. Windows'
underlying display technology does not recognize a dotted line as a line
type. That forces Visio to break the line up into hundreds or thousands of
tiny little pieces when a drawing is pasted into another container document.
This can significantly increase the file size of your document and may slow
down performance. To avoid these problems, Visio will convert dotted /
dashed lines to solid once a certain threshold has been reached.
If you really want a dotted or dashed line, you might try using a pattern
with larger / fewer dots. The hope is that the image is simplified enough
that it falls under the threshold for conversion to solid. Both Visio 2002
and 2003 have this behavior, but the threshold limit was raised in Visio
2003 to allow more dots / dashes before the conversion kicks in.