changes styles in Mail

Mail isn't a text editor. It doesn't have that capability. And, there is no way to force your recipient's email client to display the added white space if you could manage to do it.

If you need to send a message with a specific format for the recipient to see, send a PDF.

There's no implication that a "style" would contain line spacing. For myself, the Styles… command is disabled. Not sure that it even handles styles in any way. Might be a leftover from a previous version.

Is "Styles…" active for you? TextEdit has a similar command, but it opens a dialog where you can apply a style.

I tried creating styles in TextEdit, but that didn't change anything in Mail.