I assume you actually mean Match Properties? If so, then you are correct, the system has never allowed that to work for sleeves. Seeing how the sleeve style options are so vastly different (single line, two lines and a hatch, etc.) I am not sure that it would ever know what to change each individual segment to be. While not fun, it shouldn't take too much time to run the LAYDEL command and remove all sleeves at one time and drop them back in, or simply remove and replace one at a time as needed.
If you want to keep the existing sleeves there as a reference when placing the new ones, I might suggest Isolating the sleeve layers quickly and selecting all sleeves. Make a (temporary) block from that selection so you can draw right over the top of them and then delete that one block once done. You could even go as far as adjusting the linework within that block to be a high viz color so they stand out on the plan for what to change.