Let's say you've selected some text. You create a new paragraph style
based on the formatting of that text. You click the "Split Document"
checkbox in the para style definitions dialog. Then you click okay to go
ahead and create the style.
If you go back into the style definitions, you'll see that "Split
Document" is UNchecked, and has to be checked again, even though when
you created the style it was checked.
Win 7 64-bit CS6 MENA
Done ... for what it's worth!