Why do superscript and underline require disconnecting the font style?

I’ve seen some things mentioned about creating superscripts when a font doesn’t support them, but even when it does, I’m required to disconnect the font style I already set for the paragraph to superscript a character within it.

Working with healthcare companies requires us to do this really often and when we need to make a font change to the site it no longer applies to the superscript/underline or the paragraph overrides the change and replaces the superscript with a regular number within the text or removes the underline. Why can the majority of the changes in the “Basics” panel be done while keeping the style, but the items in “Details” and underline cannot? XD can handle both of these things within one style.