Comment 2 for bug 604482

Hmm, I've looked at this again, and it's actually more subtle.
To do what you want to do, don't use 'Edit Style' use the 'Line...' option and that has the same options for settings the line style.

I think the idea is that there are global 'styles' and that normally you are using the 'default' style; 'Edit style' edits the style setting currently in use, and since all your objects are in the default style it changes them all.

If you go to the Menu option Format->Styles and formatting you can pick a different style.

Not obvious is it! I could have sympathy with something saying it should be more obvious but I'm not quite sure how.