Table styles are a great feature but they do have some weird implementation headaches. For instance, using Normal paragraphs inside a table is often a bad idea as the table style settings can override the paragraph style settings when Normal is the paragraph style. This is less of a problem if you use other paragraph styles in your tables.
The appearance of table style icons varies according to the optional table style settings on that table. For instance, if your table has 'Header Row' turned off, the icons for the table styles won't display the shaded first row. Turning this back on changes the table style icons. The most common of these optional settings are in the first group of the Table Tools>Design ribbon tab.
I always use a macro to format tables which applies a table style + sets the preferred table style options and sets the content in the table to standardised paragraph styles. You can apply this to as many tables as you have selected if you use a loop like this
Code:
Dim aTable as Table
For each aTable in Selection.Tables
With aTable
.Style = "Table Grid" 'the table style
.Rows.LeftIndent = .Style.Table.LeftIndent 'enforce the table indent of the table style
.ApplyStyleHeadingRows = True
.ApplyStyleFirstColumn = False
.ApplyStyleRowBands = False
.Range.Style = "Table Text" 'the paragraph style for text in the table
End With
Next aTable