One possibility is that the corresponding text was formatted manually and no character style was applied. However, this is not recommended for larger amounts of text in case this type of markup occurs several times and you may need to change it later on.
There could also be a so-called “GREP style” in use. This is an InDesign feature that allows to automatically assign a character style to a special character string as defined by the user. However, when you select this part of the text, the character style “None” is shown.