I thought they fixed this, but this can happen if there is a paragraph at the end of your document with that formating and when Endnote inserts the Bibliography it adopts that “normal” formating for the bibliography style.
Make a copy of your document, and in word, from the Endnote Ribbon, “Convert Citations and Bibliography (dropdown) convert to unformated citations” and remove any residual bibliography. make sure there is a carriage return at the end of the document and clear formating from that paragraph, or assign it as “normal” so it has the correct font information compatible with the rest of your document.
Now “Update Citations and Bibliography” and see if this stops happening and you may need to turn “Instant formating on”.