Surprise font when typing a list

My default font for Rich Text documents is one thing (Hoefler Text 15). I start a list and select a bullet and type the first entry.

Now the font changes to something unexpected (Lucida Grande Bold 15). I manually change it back to my desired font. But each time I make a new list item (by pressing return), the unwanted font comes back.

Does anyone know why, or how I can prevent this? All I want to do is type along and not have the font change until I change it.

That seems to be a bug (or feature?) of the text engine of Mac OS X - the same happens in TextEdit.