The Bar Styles command should have taken care of all of the milestones. If you have both Manually scheduled milestones and and Automatically scheduled milestones you'll need to change both styles - but it should change both existing tasks and newly added tasks.

Did you by chance format individual tasks differently? If you have formatted individual tasks (format bar command), those individual changes are not over-ridden by changes in the Bar Styles command. However, you can select all the milestones and re-set through the Format Bar command and the re-set button.