Grep style formatting for variables
Active linked variables and Grep styles do not work together.
When you use variables and paragraph formats with Grep styles, you have to set the variable back to text and lose the link, to enable formatting with the Grep style.
Variables should be handled by InDesign like normal text, with all features of formatting etc.

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Sabine commented
Yey! GREP! Even for variables!
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Colin Flashman commented
THIS! It also ties into giving variables the ability to go over one line.
I had a technique on indesignsecrets.com to make a side-tab with one master page that uses chartwell to 'push' the tab down the page based on the number in the section variable, BUT if I could use a GREP style to do this, I could use a GREPGraph.
IDS tab master page article: https://indesignsecrets.com/moving-side-tabs-using-only-one-master-page-and-chartwell-bars.php
IDS GREPgraph article: https://indesignsecrets.com/a-script-for-making-bar-graphs-with-grep.php -
Vinny commented
Such a feature would open a massive range of possibilities...