Never got the hang of this. When you enter text in the lower box of the Download File Action window (to provide the name of the file as shown on the web page), you have no control over font, layout, style etc - of seem no to.
It often defaults to a different font to the rest of the page, and you can’t, for example, centre it.
I’ve go four up now, showing as times roman until I rollo ver them when they change to arial in a different colour and size.
I’m more than sure that you can style however you are used to do or people use to do (fiddling within the inspector) as long you marked the action-box as shown, but the here used method prevents me from having style2, style2 , style1003 … orgy - just a suggestion.
Draw a HTML item, click in to see the flashing cursor, without clicking somewhere else hit one time spacebar, choose insert → action-element → link to file, without clicking somewhere else cmd-a and style this. So as long as there is a “one space before and a one after” (similar to a single word in a paragraph) you can always single style this.
Within a paragraph I agree you can’t argue with the style-stuff cause this is always effecting the whole as it is its nature.