Alas, no. Adobe added the “paragraph shading” part from DTPUtils (great!) plugin ‘Paragraph Border’ (see https://dtputils.com/products/view/1), but not the border part. (And so it’s fun to see they actually have updated their plugin to support CC2017 as well!)
As you can see in the DTPUtils screen shot, their version allows setting the line style in the usual way. But with Adobe’s implementation, you have to resort to trickery to get any line at all.
In this fairly recent post, David shows how to get a solid line: https://creativepro.com/making-line-left-side-paragraph.php. It’s about solid lines but don’t ignore it right away, I’ll explain how it may help you later on.
Without a specific plugin, people have used various tricks through the years. David summarizes them nicely in this 2009 post: https://creativepro.com/making-a-vertical-line-to-the-side-of-a-paragraph.php
To get a dotted line, you need either the Single Cell Table trick or an anchored object; with either, you can select all available line styles.
However: if you are content with a dashed line as well, there is another way!
(1) Use the Solid Sideline trick (with Paragraph Shading) to add the line. Now you have solid lines.
(2) On your master page, add a new layer and move this on the top of all existing layers.
(3) On this layer, draw a vertical dashed line, thick enough and in the right position to cover the solid border you have now (*). Set the stroke color to white and make sure the Gap Color is “None”.
((*) Draw it on a page with a text with such a border, zoom in to verify everything fits, then cut, and Paste in Place on the Master Page.)
There are a few problems this method… First off, you can’t use it if your background already uses color. (“All the same color” would still work, but not if you may have images or bands of color.) Second, you can’t use it if you may have something else in that same border – say, some other paragraphs with a solid background. Third, you can only pull it off with dashed lines. If you try to do the same with a dotted line, you will see that you get inverted dots: a solid band with white dots, rather than the other way around.
However, if these 3 points are not a problem, then it will work ‘invisibly’, that is, even if your paragraphs move around, their borders will remain dashing.