When you export your project to dwg files do they lack the reference to the phases of your project? The default dwg/dgn export files do not include the information that Revit needs to specify the layers according to phase. It just so happens that there is a Autodesk Knowledge Base article that explains how to resolve this. If you want to search yourself, try the words "phase export" to get a link to the article. Too tired to click the link? Here's the text from the site:
You want to know how Demo, Existing, New, and Temporary layers are included when a file is exported to DWG and DGN.
The default export files, Layers-dgn-AIA.txt and exportLayers-dwg-AIA.txt, do not include appendices for -DEMO, -EXIST, -NEWW, or -TEMP layers for demolished, existing, new, and temporary objects in the model.
These definitions can be added to the templates by adding the following lines to the exportlayers-dwg-AIA.txt file (located in the Data directory):
Demolished -DEMO -DEMO
Existing -EXST -EXST
New -NEWW -NEWW
Temporary -TEMP -TEMP
The following lines can be added to the exportlayers-dgn-AIA.txt file (also located in the Data directory):
Demolished 50 1 50 1 -DEMO -DEMO
Existing 51 1 51 1 -EXIST -EXIST
New 54 1 54 1 -NEWW -NEWW
Temporary 58 1 58 1 -TEMP -TEMP
You can download [Link: RF111d01.txt] exportlayers-dwg-AIA.txt and/or [Link: RF111d02.txt] exportlayers-dgn-AIA.txt and copy them to your [Revit_install_directory]/Data directory.
Sorry you'll have to visit the site to get the files. The date published for this article says 20060405 but I know that I read it earlier than that this year, perhaps it's been modified? I seem to recall it being a couple years old.