Email connector and CSS
This is exactly for the same reason you can't use CSS or iframe to design a email newsletter: CSS will be removed by the email client (Thunderbird, Outlook, Gmail Yahoo mail, ...)
If you want to send an email with a design you have to do it old school, directly on the html tags. For what I tested, you can use style="", it should work and is easier than to do it like in good old html 4.
I hope this will help you.