Viewports (views of the SketchUp model) come into LayOut rendered as Raster. As Simon told you, change the render type to Vector or Hybrid and the lines will be rendered as vector lines.
Check also your Display and Output quality settings in Document Setup>Paper. I always keep Display Quality at Low as it is the fastest setting but I set Output Quality to High to eliminate pixelation in my PDF output.
With large models (with many edges/faces) vector and hybrid render methods are very slow. So using Raster rendering with output resolution set to high is the most efficient method of achieving acceptable output. Note too that effects like textures, shadows, transparency, back edges etc, are not visible in vector mode. I try to limit my vector rendering use to cases where I really need vector output, like exports to DWG.
As @Anssi says, it is all about rendering speed. Remember that SU/LO only uses a single thread (unlike high end rendering packages). It doesn’t much matter with a modest size drawing and a powerful computer, but it can become an issue in other cases. That is why veterans tend to keep everything as fast as possible whilst they work and only use more resource hungry rendering for output.