Hi.
While there is no official and rational explanation, here is a workaround to this issue.
1 – Write some content.
2 – Select the text and apply Heading 2, for instance (or any other heading).
3 – Add a link.
4 – Select the text again and apply the same heading (Heading 2, if choosen before). This step removes the style.
5 – Repeat 4. This step adds style but now maintains heading and link as expected.
With this procedure i can have the expected behaviour.
Fernando.