Hello,
I'm not really sure how exporting to a dgn work from the AutoCAD menu, but if you have any issues with that you should contact the AutoCAD support instead.
As for another option, to have your AutoPLANT files exported to a .dgn file with all the related intelligence on them, I would suggest you to use the Bentley AutoPLANT i-model composer software.
Hope this information helps,
Regards,
Justinas