Gylphs and paragraph styles in InDesign CS4

When I insert a character from the glyph palette, it doesn't retain the paragraph style. For example, I'm using Minion Pro and inserting the fraction for one half. The fraction inserts, but then the paragraph style has a plus sign which indicates a change to the paragraph style. What's causing this?

Well I tested it myself before posting. The Glyph from the Glyphs panel is using a different style set than that in ther paragraph style.
You can see this yourself if you make a Fraction with fractions turned on and also insert a glyph.
Use File>Export and choose InDesign Tagged Text. Open the Tagged Text file in notepad or similar and search for "fraction" and you'll see that the style sets are different.
When I tested it in InDesign the Paragraph override didn't come on when I unchecked the style sets in the Paragraph Style.

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