That name-value sytnax was introduced in R2021a:
y=1:10;
plot(y,'.-',linewidth=2)
% ^^^^^^^^^^^ this syntax introduced R2021a
"Or maybe I just missed some release notes explaining this?"
The new syntax is explained in the MATLAB documentation, MATLAB blogs, and Release Notes:
Before R2021a you will have to use the old approach (which of course still works in the newer versions):
plot(y,'.-','linewidth',2)