Direct ink writing (DIW) provides a means of fabricating geometrically controlled components from lunar regolith simulants (LRSs), but the mechanical performance of printed structures depends strongly on subsequent thermal consolidation. The effects of sintering temperature and atmosphere on the relationship between microstructural development and mechanical properties remain insufficiently established for DIW-fabricated regolith materials. This study investigates how post-printing sintering conditions affect dimensional stability, microstructure, and mechanical performance in DIW-printed LRS specimens. Cubic specimens were fabricated using the Jilin University (JLU) LRS and sintered under vacuum or argon at peak temperatures of 1050, 1060, 1070, and 1080 $^\circ$C. Mass loss and directional shrinkage were measured, compressive tests were performed, and microstructural changes were examined by scanning electron microscopy. The argon-sintered (AS) specimens showed a progressive increase in compressive strength with temperature, whereas the vacuum-sintered (VS) specimens reached their highest mean strength at 1070 $^\circ$C before declining at 1080 $^\circ$C. At 1080 $^\circ$C, argon sintering produced the highest compressive strength (13.35 $\pm$ 1.58 MPa) and Young's modulus (334.43 $\pm$ 42.32 MPa) among the sintered specimens. The maximum mean directional shrinkage under this condition was 7.39%. Microstructural observations showed more continuous interparticle bonding and locally fused regions in the AS specimens at 1080 $^\circ$C, while larger and more heterogeneous pores were observed after vacuum sintering at the same temperature. These results indicate that sintering atmosphere influences the balance between particle consolidation and pore development, with consequences for the mechanical response of DIW-printed regolith structures. The study establishes an experimental basis for selecting post-printing thermal processing conditions for LRS components within the investigated temperature range.