I don't know if this helps you, but it seems that InDesign does honor your style settings if you:

• Create an Object Style which has a Paragraph Style defined (which you have already done).
• Select the Object Style.
• Make sure no text frame is selected.
• Place the .txt file.
• Create a new text frame by clicking or dragging in an empty area.

I don't know if this helps you, but it seems that InDesign does honor your style settings if you:

• Select the desired Paragraph Style.
• Place the .txt file.