Table of contents frustration

It looks as though InDesign Paragraph styles applied in a Table of Contents are not working for me?
Here's what I do.
I created three Paragraph Styles for use in this Table of Contents named TOC-Title, TOC-Cities and TOC-Neighbourhoods. Nothing fancy.
When I generate the Table of Contents, I type in a name to give the table a name and assign it the "TOC-Title" Style. So far so good.
I do the same thing with the two other elements.
I then get the loaded text cursor and click to place the Table of Contents inside an empty page.
Everything works flawlessly, InDesign fetches the correct text from each pages, and so on.
The problem is that, as soon as try to modify the TOC-Title style, say, to increase the Space After value, it is affecting *every lines* of Table?
Only the first line should be affected.
I tried different things to no avail. I'm in CC 9.2 x64 on Windows 8. I'm about to give up on this "feature" which I'd really like to demonstrate to my students...

Follow-up question, if I may.
I'm trying to think out loud to my myself. Would it make any sense to combine a Table of contents witha Numbered list?
Why would I want to do that. In the case I wanted to do a hierarchically numbered table of contents..,
I know, Bob Sprinhurst has a whole demoing this very feature on his site. Ought to check it out again...
Sorry guys...

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