Really Sketchy Design
AutoCAD apparently does not support visual styles in 2D. Whether this is intentional or not is debatable but you cannot apply the sketchy style to a 2D drawing to get a “sketch”. It doesn’t work, it doesn’t plot. Not particularly helpful.Though I should have realised this as the icon cue for the style is in 3D. Oops.
But apparently you can use Impression to create sketchy drawings.
Thank you to Alexander for the answer to this.