@carnendil has explained well what to do. I add a little explanation why this happens. There are two types of text styles, paragraph styles (e.g <h3>) and character styles (e.g <em>). And there also are “local style changes” or “Direct formatting” (e.g <span styles=""> element). While pressing Ctrl+M to clear direct formatting all these <span> style changes are removed, but others are intact. If you had applied these character styles yourself you would find this to be a good thing.
To get better understanding of what is going on, you could do a small test.
- Open three documents
- In first document write something with strong emphasis (use character style with this name from Styles and Formatting dialog with F11)
- Change your style in first document and make text with strong emphasis also red, select your text and copy it.
- Paste it second and third document.
See that in second document, where we already had used this style it was already defined, so pasted text stayed black. In third blank document the style get’s created while pasting, it inherits settings from pasted text and turns out red as the original.