Reply To: Find/Change paragraph style only overrides local formatting

You can delete on Paragraph Style and you will be asked what to paragraph style to replace it with. No search required and the local formatting is unaffected.
If you have Character Styles applied again this formatting will stay when you do the FIND/REPLACE ALL.
Why it is different between FIND and FIND ALL I’m not sure.

Use Character Styles for the local formatting and you will not have the issue in future.
You could even set up the Character Styles and do a find and replace to apply this to your current document then you can run your script without the issue.