1. Right-click the style name or use the down arrow to open the option menu for the selected style.

2. Click "Select all ... instances" or "Select All (no data)."

3. All instances of the style will be selected; now you can use the Change Case button to format the case for that style.

Unfortunately this will only work for existing text; it will not automatically apply the case to new text. But it will make short work of editing once you're done writing!