The Built-In styles cannot truly be renamed. You can add aliases to the names but Word will treat them as the same style. The built-in heading styles are special.
Why Use Word's Built-In Heading Styles? by Shauna Kelly
If your Dropdown styles are not renamed built-in heading styles but rather based on the built-in styles they retain some of the characteristics of the built-in styles.
How styles in Microsoft Word cascade by Shauna Kelly

Check the "based on" settings in each of your custom styles.

It appears that you should be changing the Theme Fonts and perhaps colors to match what you want. All built-in styles use these.
[Quick] Style Sets and Word Themes in Microsoft Word

If you do, save that as a custom Theme that you can reapply to other documents if needed.