Not sure if this is a bug or just a result of how geometry with Line MATs get rendered, but it’d be pretty awesome if they could be pickable. I can upload an example if necessary. I tested this on Windows build 2019.19930
Line MATs pass the Geometry Shader stage, and TDWritePickingValues() seems to happen in the Vertex Shader > Pixel Shader (pick) phase. I think this might be the reason?
Line MAT geometry should be pickable in the next release of the 2019.30000 series we post. Thanks for the report!