You can't really go wrong with "with". As FumbleFingers mentioned in their comment, both prepositions can be used, and using "in" won't change the main essence or meaning of the sentence - the focus will remain on "dignity".
Google results: "with" is more common in AmE
Google Ngram shows both "to live in dignity" and "to live with dignity" were commonly used between 1950 and 1980. Since 1980, "with" has been used more often in that phrase. This trend holds true for "live in/with dignity".
There is a difference in the usage between AmE and BrE. "To live with dignity" has always been more popular and commonly used in AmE. In BrE, both were commonly used from 1900 to 1990; their usage appears to be have been very close until 2004 (check out the Ngrams).
Note that the numbers of google hits on those phrases don't really say anything meaningful (in = 209 and with = 229 after jumping to the last page).
Dictionaries: "with" wins hands down
When I looked up "dignity" on a few free online collocations dictionaries, I found "with" as the only preposition suggested.
None of the examples for "dignity" in Cambridge dictionary has "in" as a preposition. This holds true for Collins and Merriam-Webster as well.
Other concerns: just some observations - feel free to ignore
(1) From the few sources (1, 2, and 3) I skimmed through, it appears that the SDGs were set or adopted by the members in 2015 (they became official in 2016). You might want to look into that.
(2) One thing that may bother some people is the following:
The Sustainable Development Goals ... all have one goal ...
It is not wrong, but it sounds a little unidiomatic. But that is just a personal thing.
(3) I am not sure about your line of reasoning (because I don't know the content). Be sure to explain how the goals all relate to "dignity". I tried to make the link but failed to do so for some of the goals.
"... a universal call to action to end poverty, protect the planet and ensure that all people enjoy peace and prosperity by 2030." - UNDP
I personally think "dignity" is not the appropriate word to describe the quoted material. Again, ignore this if you are able to make the link.