Note that the List Paragraph style does not actually store any numbering
formatting; it is just being applied by Word to numbered paragraphs (unless
you turn that off in Word Options).

What I suggested was to apply the built-in paragraph style called List
Number. You can use the Apply Styles pane to apply that style. Press
Ctrl+Shift+S to display that pane, and then, in the "Style name" box, locate
List Number or type its name. Click Apply.

If you want to change the indentation for the list, you can right-click a
numbered paragraph and choose Adjust List Indents from the context menu.
Choose the desired options. Then right-click again and choose Styles |
Update List Number to match selection.