Object Styles are a Single Shot
Applying a new Object Style completely overrides the current object settings, they are not cumulative in the way applying bold and then italic gives you both bold and italic formatting.
No Automatic Updating
Object Styles don’t automatically update - I know that's shocking isn't it! We're used to magically automatic updating with Text Styles but Object Styles do not have that ability.
StudioLink to the Rescue
StudioLink gives you access to all the tools from Affinity Designer and Affinity Photo inside Affinity Publisher. This means you can consider a more automated option of using the Symbols feature from Affinity Designer instead of Object Styles.
Symbols automatically update whereas Object Styles do not
Dirty Hack Alert!
If you want to be able to update all your objects there's a hack for that ... Include an obscure element of formatting in your original Object Style, that won't negatively impact your design, and then make use of "Select Same" to apply an updated version of your style.
Get Clever with Your Cloud
Make transferring Style Collections between devices easier by creating a single central, cloud based, folder to store them. Every time you export save to that folder and when you need the latest version on another device import from that folder. You'll be confident that you have the very latest version.