Those colors are CMYK colors. The name of the swatch may have "RGB" in it, but the color is built as a CMYK color...
Note the color icons on the right... The icons indicate the color build.
The name of the swatch makes absolutely no difference. You can easily create CMYK colors and add "RGB" to the name, or create RGB colors and add "CMYK" to the name. The name does not change the color build.
In general, if your document color mode is set as CMYK, then colors are built on a CMYK model. And conversely if the document color mode is set to RGB then colors are built on the RGB model. It actually takes a couple extra steps to purposefully add RGB colors to a CMYK document or vice versa.
If you are seeking to choose a different color, then No. The Paragraph Styles dialog box does not offer the ability to choose colors via the picker or sliders or "tweak" any existing colors. You need to set up a color swatch first then choose that swatch in the Styles Dialog window.
Fill color, even text fill color or the fill for a paragraph can be set with the color picker window.
The white square is the fill of a selected object. By double clicking the fill square you open the color picker where you can set color.
On the right are the CMYK % values.
Once you have your text looking how you want you can apply its styles to a New Paragraph Style.
With the new Paragraph Style window open, select the text and hit the new style button:
Name it and you are done.