Unless you have the same leading, or multiples of the same leading value, for all the styles in your layout your baselines will not line up. InDesign is following your instructions, and you can tweak your leading and paragraph spacing precisely. To that add that the baseline for the first line of text can be fixed, based on the leading of the paragraph, based on the glyph height or the cap height (which is based on the point size and the font). Keeping the baseline for multiple columns of text lined up can be difficult. This is InDesign’s strength, but it also means you need to plan things out.
Say your heading is exactly twice as high as your body copy and the leading for the heading is exactly twice the leading for body copy. It should be easy to keep the baselines aligned. But in the example you have two other paragraphs with what appears to be two different leading values. These do not appear to be multiples of the leading of your body copy. It is impossible to have one consistent style that will result in your body copy aligning across multiple columns when these paragraphs have different line counts.
You can compensate for this in several ways. You can adjust the leading for these paragraphs on a story-by-story basis so that the baselines align. This means the introduction paragraphs will have different leading in different stories. You can adjust he space between these paragraphs of between these paragraphs and the body copy that follows. This will, again, be done on a story-by-story basis. You will get inconsistent space where the horizontal rule is shown, but your baselines will align. Or you can turn on align to grid for your body copy. This will give you the same result as the second option above, but it will happen automatically.
Thank you so much. I was able to work out an arrangement based on multiples of the body font size that will work for most of the stuff I'll be laying out. For the rest I'll just have to make some manual adjustments. Your response helped me understand the various options a lot better than I did before; thanks for such a detailed explanation!