First, you should ensure that you are pressing the Enter / Return (carriage return) key to create a new paragraph instead of inserting a line break.
If you are unsure, set Google Docs to show the hidden characters. A pilcrow, ¶, will be displayed to indicate the places in your document where there is a paragraph mark and a return arrow, ↵, where there is a manual line break.
If you have problems making Google Docs show the hidden characters, on the Google Docs Editor toolbar, click the Help menu, Search the menus, and type "Show non-printing characters".
Another thing that you can try is instead of applying the format to a blank line, write something first. Select what you wrote if that doesn't work, then apply the format.
I recommend you learn about styles in word processors.