You have probably applied manual formatting to the paragraph. To apply a new style or reapply the original settings of the current style first select the entire paragraph, then apply the style. If only part of the text in the paragraph is selected only font attributes are applied.
Imported formatted text is always initially "manually formatted". You must apply styles to it to bring it under the control of the Help+Manual styles system. For example, you can use Create style from selection to define and use new styles on the basis of your imported formatted text.
The indentation of bulleted and numbered lists is controlled by the first item in the list. You can apply styles to the other items but the paragraph attributes will be ignored in all items except the first list item. See Formatting lists for more details.