When you add or edit a dimension style through the Catalog Manager, the custom dimension style is saved with the catalog, and is only available when editing dimension styles in the catalog. If you add or edit a dimension style when editing dimensions in your drawing, however, the customized dimension style is only available in the current project when editing dimension styles in your drawing. The dimension styles library in the catalog remains unchanged. This is because the dimension styles library in the catalog is separate from the dimension styles library in the current project.
The reason that there is a project-specific dimension styles library is so that any dimension styles used in your project are always saved with the project, making it possible to share your project with others and always maintain your customized dimension styles.
If you want dimension styles that you have customized in your catalog to be available in your project-specific dimension styles library, or vice versa, you can use the Transfer tool to save the custom dimension styles to the external dimension styles library file (Dimstyles.dlb), then import the custom dimension styles from the library file into the other dimension styles library.
Tip: You can save dimension styles in your template drawing by opening the template drawing, then selecting Settings > Dimension Styles and creating your custom text style in the Dimension Styles dialog. The custom dimension styles will then be available in the project-specific dimension styles library of future projects that you base on the template drawing.