This has been the behaviour since the beginning. See the link https://helpx.adobe.com/indesign/using/object-styles.html where it states “This category is applicable only if the object is an unthreaded text frame.”
Please let us know any use-cases where this can be beneficial so that we can process this as a “Feature modification request”
You can ctrl(cmd)+a in a text frame and then apply the paragraph style as a workaround.
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MacOS High Sierra
InDesignCC 2018 13.1
To recreate the bug:
1. Create one single text frame and a few linked frames and fill them with a placeholder text (in “Basic Paragraph Style”).
2. Create a new “Paragraph Style 1” (different from “Basic Paragraph Style”).
3. Create a new Object Style and set its Paragraph Styles option to this new “Paragraph Style 1”.
4. Apply this Object Style to all the frames (single and linked).
5. Only text in the single frame will change its appearance to “Paragraph Style 1”. The linked frames will still be in “Basic Paragraph Style”.
Thanks for reporting this issue. We’re reviewing it.
Adobe InDesign team