Indeed, if you put the cursor in to content and choose a Paragraph style with a class, it will only change the tag as required, but not add the class. I verified this problem, logged it fox fixing in our PITS system and we will do our best to solve it. I also updated your Telerik points for your bug report.
Here you can find the PITS Issue: Public URL
The second behavior is by design and for the time being we do not plan to remove the class attribute.
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