Loss of formatting is a known problem with pivot charts. There's
information in the following MSKB article, which suggests recording a
macro as you apply the formatting:
Changing a PivotChart removes series formatting in Excel
http://support.microsoft.com/?id=215904
Or, if you're just changing the colours, instead of changing the colours
in the pivot chart, you could modify the standard colours in the workbook:
On the Tools menu, click Options
Click the Color tab
In the row of Chart fills, click on the first colour block
Click the Modify button
Select the colour that you want, then click OK
Change any of the other fills or Chart lines colours, then click OK