It might be useful to file a bug report to have the opinion of developers.
Done, tdf#156123
Note that since v.7.2 (tdf#64222, commit 5ba30f588d6e41a13d68b1461345fca7a7ca61ac), Writer supports special formatting of “paragraph mark”, to be interoperable with Word. This means, among other things, that paragraph make may be hidden - basically, making a series of paragraphs to not break lines. And that allows to create the wanted effect.
Since 7.5 (tdf#155238), the way how this is stored in ODF has changed, to use a special attribute.
But all this still has no UI in Writer, so only possible by directly editing ODF.
@mikekaganski Could you explain how to set this special formating? I’d like to experiment as this could be a solution to the “inline heading” recurrent question.
@ajlittoz sw/qa/extras/odfexport/data/ParagraphMarkerMarkup.fodt - core - Gitiles is an example of a FODT with such a markup (since v.5.4). The loext:marker-style-name attribute of a paragraph points to an autostyle (i.e., DF), and that autostyle is just a normal autostyle, pointing to a proper style (or a default if missing), and adding more.
@mikekaganski If I read correctly th ODF (I am no expert), the mark should turn red. With 7.5.3.2, it remains blue. However, its size is smaller than the others on the Text Body lines I added.
This is no problem, since this reference can be made to point to a named character style so that this style can be manipulated in the GUI as usual. A “template paragraph” could be stored as initial contents in a template or as an AutoText entry so that it can be reused without the need to go tweaking the ODF.
Heh, I see I made a thinko (I forgot to type “7.” when I wrote “since v.5.4” - I intended to write “since 7.5.4”).
OK, thanks. I’ll keep an eye on the feature.
There’s no such option.
That’s ridiculous.
Thank you for your response encouraging to continue answering questions and trying to help.
What? [filler text so this comment is long enough to post]
@lomacar, I think you irony detector is out of order. Try to fix it. And in case you still do not understand it, your “that’s ridiculous” comment was a ridiculous comment: this is a user to user site, if you want a new feature, ask for it. But please, be polite.
Really so. No one is bound by any contract to answer. Even when he has candidly and clearly stated that there is no such option, it is a valuable piece of information. I need to thank him than ridiculing. I agree with RGB-es.
Wow. Why would anybody think I was ridiculing them when I say “that’s ridiculous”, I didn’t say “you’re ridiculous”. It is ridiculous that LO would not be able to do such a commonly needed thing. I guess I should have said “That’s ridiculous. Thanks for you answer.” I would have expected a reply of “Yeah, I know, sorry.” Not for somebody to take it personally.
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P sure the OP was already blessed with the knowledge of “there’s no such option”. That’s kind of the entire foundation for creating a new topic in the first place. Simply repeating that and offering nothing of substance is not valuable at all, a waste of time and resources, rude, and so on. 
Indeed. Especially in response to a five year old topic.
Others seem to disagree. And so - your statement is “not valuable at all, a waste of time and resources, rude, and so on”.
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See Apache OpenOffice Community Forum - [Tutorial] "In-line" or "run-in" headings - (View topic) for another way to have a heading at the start of a paragraph.
That solution has nothing to do with lists, and I don’t see how it could be adapted.