New bug in Origin 2020.
Dashed line object on graph failed to show when copy graph as picture and paste to other applications such as MS Word or export graph.
Fixed in Origin 2020b.
Workaround for 2020:
1. Open Plot Details.
2. Select the layer that the line is attached to.
3. Select the Display/Speed tab.
4. Under that tab, uncheck Clip Data to Frame.