I really like the SAS ODS Graphics under EGuide, but this 'feature' was a challenge. I'm running EG 4.2 with SAS 9.2 TS2M0 locally. I'm passing on the solution (since Tech Support didn't seem to consider it a 'bug,' I'm not sure that it will get directly to the Knowledge Base).
Using the Regression Task in EGuide and selecting the "Scatter Plot with Regression Line" custom plot (it is also one of the default plots for Simple Linear Regression), the Prediction Limits line shows great in RTF and PDF output and is so faint as to be invisible in SAS Report and HTML output.
The ultimate culprit is that the default Style is now "Analysis" (under Tools --> Style Manager"). I changed it to "EGDefault" (I seem to recall that was the default in EG 4.1.3) and got those plots to look OK (no telling if they broke some other plots yet). More ODS savvy users could edit the style.
(Chris, I hope the default style can be updated for the next release.)