"The" for the first time only

"Deafult Style" is being used as a proper noun here, which is reasonable as it's the name of a particular style. As such it doesn't use an article. However, in the first example it is being used as an adjunct, modifying "paragraph style"; the article "the" is linking to "paragraph style", not to "Default Style" itself. ("Which paragraph style? The Default Style paragraph style.")

It's like saying "I went to the Disney World resort" versus "I went to Disney World".

Using the article "the" every time, or even the first time, is not strictly required. Articles are often left out in many kinds of writing. When the sentence doesn't have a noun phrase that describes the title, they aren't needed.

Think of this example of a book. You can write:

"Read the book 'Leaves of Grass.'"

or

"Read 'Leaves of Grass' because it is a great book."

Here is an example of both together:

The book "Leaves of Grass" is an example of modern American poetry. "Leaves of Grass" exalted the body and the material world, according to Wikipedia.

In this particular case, "Default Style" is a name. It doesn't need an article, but the writer also used an identifying phrase in the first sentence -- "paragraph style" -- which needed "the" article. Later sentences just used the title. It might have been better if the name had been in quotes.