Why does converting to default format turn everything italic?

I changed my default formatting to a different font. It is definitely not italic.

Neither were my documents:

But when I convert it, it suddenly turns italic:

I reverted to Palatino Linotype but the italicizing persists. It only affects this project. How do I fix it?

I figured it out. Project Settings > Formatting was overriding it. I think I used “make formatting default” while some italic text was selected.

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I thought the default format was paragraph only, but this means it can be ¶a.