Using MicroStation v8i, I am setting MS_PLOTDLG_DEF_PENTABLE = dawn.tbl. I open the Print dialog and see the pen table attached as expected. I detach the pen table. Leave the Print dialog open and change files. The pen table gets reattached. In MicroStation v8 XM, if you do the same thing, the pen table remains detached as you switch from file to file.
Whenever you switch design files with the Print dialog open, we have to delete the current print definition and create a new one from scratch. The MS_PLOTDLG_DEF_PENTABLE variable is intended to be honored whenever the print definition is created from the Print dialog. It shouldn't matter if you're opening the Print dialog for the first time with the new design file, or loading the new design file with the Print dialog already open. The resulting print definition should be the same in both cases. MS_PLOTDLG_DEF_PENTABLE defines a default pen table that is loaded when you open the Print dialog box.