Setting the default font in the Manage Styles dialog will only affect the style that represents the default document settings. By default, this is the style called "Normal"
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It is essential that at least one style is identical to the document defaults, and that style must be used when inserting tables so that Table Styles which include font and/or paragraph settings work correctly. For details see these articles originally published by Microsoft: Word Blog - BEHIND THE CURTAIN: STYLES’ ORDER OF OPERATIONS and Microsoft Word - BEHIND THE CURTAIN: STYLES, DOC DEFAULTS, STYLE SETS, AND THEMES

Styles in Word can cascade their settings. For details see https://shaunakelly.com/word/styles/...escascade.html

For that to work the styles in the document require a base style. Again, by default, that is the style called "Normal". So, changing the default font will affect both the Normal style and all styles that are based on it.

The two problem styles you highlighted are not based on any other style, and have their fonts set explicitly to Arial Narrow.
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As a result, they cannot inherit their settings from the Normal style, or any other.

Another option for setting a default font is to use the method that has been the default since Office 2007 - use the theme fonts. These are shown in Manage Styles as "Body" and "Headings".
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You define the Theme Fonts using the Fonts button on the Design Tab. Use the Customize Fonts an option (not shown below) at the bottom of the list to set your own font choices. Changing the Theme Fonts will automatically cascade to all styles that use either Body or Headings.
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