That's the intendd behavior. See t: Create and applyGraphic Styles in Muse
You can apply graphic styles to objects, groups, and layers. When you apply a graphic style to a group or layer, every object in the group or layer takes on the attributes of the graphic style. For example, assume you have a graphic style that consists of 50% opacity. If you apply the graphic style to a layer, all objects in or added to that layer will appear 50% opaque. However, if you move an object out of the layer, the object’s appearance reverts to its previous opacity.
Thank you for your answer, but this is not my issue. I need to add a graphic style to a group without converting all the elements of this group to one style!!! I'm adding the graphic style for animation purposes only and not intended to change the style of the elements.