The hot keys (or shortcut keys) on the eXtyles Style Palette do not appear underlined until you press the Tab key on the keyboard when the palette is open. This is a bug in Word that seems to be related to a more recent focus on tablet interfaces.
UPDATE 1/28/16: This issue has not been resolved in Word 2016.
UPDATE 8/13/18: This issue turns out to be related to a change in a default setting. Follow these steps to restore the missing hotkeys in Word 2013/2016:
- Open the Windows Control Panel
- Go to the Ease of Access settings
- Go to Change how your keyboard works
- Turn on the option to underline access keys when available
- Open Windows Settings
- Go to Ease of Access
- Go to Keyboard > Change how keyboard shortcuts work
- Turn on the option to Underline access keys when available