I've worked very little in AutoCAD and CATIA Drafting, but will suggest what little I am aware of.
Clearly, the VeSys linestyles defined in your dxf/dwg file are not being recognized by the other two applications. Although AutoCAD should be able to recognize them, perhaps the target system needs to have the linestyles defined up-front so that suitable linestyle mappings can occur as the VeSys-generated dxf is being read by AutoCAD.
As for the V5 Drafting application, again the linestyles need to be defined up-front relative to the Standards (ISO, DIN, etc) used for the drawing into which the dxf will be imported. Tools > Options > General > Display > Linetype. This area is a little sea by itself, so all I can suggest is to do a search in the V5 docs for Customizing Standards, and swim on from there.
As Vincent has mentioned the problem is due to Catia not being about to interpret the Line Types. To make the line types look representative in VeSys Classic they were created using Complex Shapes, for non-VeSys users you need to provide them with the Shape files and Line Types in order them to be viewable. For example one colleague has the AutoCAD viewer and he had exactly the same problem as you until I gave him the shape file (.shx) and the line type file (.lin).
I'm not sure how well Catia supports dwg files, some CAD systems do the bare minimum and so don't support the shape/line type files. It depends on why you want a VeSys drawing in Catia, if its simply to store it then you could print it to .jpg or .tif and store that in Catia.