I don't think this is configurable, but - as usual - you could modify the sources.  In this case, it looks like changing the following snippet (search for "# Ticks and values for y axes" in axestype.pm)

            if ($self->{y_long_ticks})
            {
                $self->{graph}->line(
                    $x, $self->{bottom},
                    $x, $self->{top},
                    $self->{fgci}
                ) unless ($axis-1);
            }
[download]

might have the desired effect...

The ->line method is from the GD module, so check its docs for what parameters are expected. The $self->{fgci} argument (foreground color) is presumably what you'd need to manipulate. See also ->setStyle for dotted/dashed lines.