I don't believe you can associate DWG dimensions to any elements that are not in the same model as the on your dimensions are in. DWG does not allow cross model association for dimensions.
HTH,
Don
Neil Wilson (aka Neilw)
Power Civil v8i 08.11.07.245
AutoCAD Civil 3D 2018
I have been having this same problem in xm with referenced dgn files. I will even reassociate them and save ...looks great. Exit and later get back into the file and they are no longer associated. This has been happening in model a sheet space.
Kirk
I Wish Cadland was Reality
we are also having this problem..
...has there been any progress on this?