Welcome to mobi limitations. Amazon Kindle AZW format (MOBI) does not support CSS at all, nada, zip, none. However, the translation programs generating mobi can convert CSS to the internal form needed by mobi. Thus you will find that some converts and some has nothing to convert to, so gets ignored. Amazon KF8 format, currently only on the fire, does have CSS support.
You will just have to accept the lack of CSS but you can sometimes find work arounds that can do what you want such as adding nonbreaking spaces to force indents, etc.