Hmmm... I'm not seeing this. I took an existing library and copied it twice, naming them Levels_My.dgnlib and Levels_My2.dgnlib. The first contains new levels "AAAA" thru "DDDD", and the second contains "1111" through "4444". These new levels are available in every existing a new DGN file I've tried from that same project.
If you add the Library column header to Level Manager and sort by library name, your custom library is completely missng from the list?