If you haven't already, try checking Options > Preferences > Drawing Attributes. I actually doubt this would be the problem though since the setting is global.
The other possibility is that the drawings have somehow been set up differently as pen attributes is concerned. Check the settings of individual drawings to see if they are allowing the pens to be adjusted.
If neither of these is the problem (which I am guessing you have probably already checked) I am at a loss as to what might be causing it. I have found no difference between PLNs & PLPs in this regard, but I have only been using direct linking and not publishing to PMKs.
