Just what it says on the tin. After I finish a paragraph, if I press Enter, the next paragraph defaults to having ‘No Style’ as opposed to the custom Body Paragraph style. See below.
This does not seem to be the case if I add a line break in the middle of text that already is part of the pre-existing style, even if it is just a space.
Does your style definition have the option set to make the next paragraph the same style?
It did not! Thanks for the tip; that’s what I was missing. 
ETA: I toyed with it a bit more. Switching the settings so that the ‘Next Style’ field matches the style seems to cause the paragraph spacing to match, but going to a new line still causes the font to revert back to ‘Sitka’ rather than what I want to use. Maybe I am missing something.
Is the paragraph style actually defining the font, or do you have a character style applied as well?
In the ‘Redefine style’ dialog there’s a dropdown box where you can choose to save either paragraph settings or all formatting information, and there are two checkboxes allowing you to save the font and font size with the style. Playing around with those setting should get you what you want.
If that doesn’t work, then it may be a bug – I noticed yesterday that I had difficulty changing a style back to the default and had to manually remove the formatting, but it only happened once and I couldn’t replicate it.
HTH.
That did work! Thanks.