The bibliography takes on the attributes of the immediately surrounding text. It is fairly common for documents to have accumulated little areas of the document with no text which nonetheless have a different style than the one which you see in your visible text. The solution is therefore to ensure that the area surrounding the bibliography has the style you wish.
Try selecting text from (and including) your last paragraph to the area after your bibliography and applying your style. Your bibliography should then retain that style when you format it. After this, you can switch back your bibliography heading to the desired formatting.