I get the "custom" pen as well. It seems to occur for me most if I use the eyedropper to sample an existing line that is being "overridden" either by a renovation filter or a graphic override.

One has the "OPERATION" field set to "SELF CLOSING, SINGLE SWING" the other has that field blank. If any of the field shown on the schedule don't match exactly, ArchiCAD will not group them together.

I also have opened the StartEdition files in the full version of ArchiCAD, but the note on the download page for the training guide ("Please note, that these Training files can be opened only with ArchiCAD Start Edition. They are not compatible with ...

here's the pet palette option to choose