BUG? Styles don't do bullets?

I created a bullet list. I used the last line to define a style I named BULLETS. I applied the style to the incorrectly-indented bullets in the list, and it evened them out. All good.

However: In the style definition, I included “this style” to be “next style,” but when I create a new line, the new line has no bullet. I can apply any style to my list of bullet points, but only if I apply “no style” to the list are new lines created with bullets.

Are lists and styles exclusive, then?

And, btw, selecting a bullet list and applying any style (including “no style” formatting) removes all indentation from the list. It leaves the bullets, but the thing no longer acts like a bullet list unless I use “no style,” and even then it behaves a little strangely.