When editing a text box on a smaller breakpoint you will see that there is no option to save the changes of the paragraph style.
IF you want to save the changes - there is another way to modify the style for the entire breakpoint without affecting your Desktop style.
DO NOT click into the textbox. Make sure you have nothing selected
Click VIEW > PARAGRAPH STYLES to open the styles window
Select the style you would like to edit
Make your modifications in the Design Panel and it will automatically save for this style and breakpoint.