Style Options not showing for default Paragraph edit form

Problem/Motivation

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I am using Mercury Editor for a Paragraphs field on one of my Content Types. I also have Style Options setup so users can add custom CSS classes to a Paragraph when needed. This works great and does what it needs to do and displays just fine in the Mercury Editor Modal window when adding/editing a Paragraph, as seen here:

However, in one of my Paragraph Types for a "Card", I allow the content of the Card to itself be a Paragraphs field where users can add a subset of Paragraphs to the Card Paragraph. So basically nested Paragraphs. This Content field is an entity reference field for Paragraphs like usual. In the form display for this Content field for this Paragraph Type, it is set to "Paragraphs (stable)". So you end up having a field where you can add multiple Paragraphs and they show in the add/edit form like this:

But when you click the Edit button to edit the Paragraph in the inline edit form, the Style Options are nowhere to be seen, so you can't specify Style Options even though that Paragraph type is set to have them.

I am using Claro as the Admin Theme with no modifications. Am I missing something as far as getting Style Options to show in the inline edit form?

THANKS!