When you say style, do you mean some type of formatting or do you mean a paragraph style?
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I understand your problem because i also worked alot on Quark.
I think there is only one solution for your shortcut that i am using in Indesign and that is Flux InDesign Eyedropper Tool Plug-in.
Click here for review and download plugin
If you'd like to try it, you can download a 60-day fully functioning demo, after which the Eyedropper plugin will expire.
This is for Macintosh only.
It's paragraph style, you couldn't do a opt-shift click for a character style (in Quark)...
Wow, you should have gone to ID forum first, I have a lot of people trying to help there on the very same issue, thank you very much, I will investigate. And I have a mac, luckily.
This will help all of people who love this shortcut.