Looks like your style "Body Text,bt" is a pure paragraph style. That means it will only be applied to a complete paragraph.
However, in your screenshot there is only part of the second paragraph selected. Make sure the complete paragraph is selected or, if the style should only be applied to part of the paragraph, make your style "Body Text,bt" a linked (paragraph and character) style.
Programmatic access to discontiguous selections is very limited, and such selections can only be created using the Word UI. The MSDN article Limited programmatic access to Word discontiguous selections gives some more details.
If applying the style only to part of the paragraph (by making it a linked style) is not what you want you probably have to come up with a hack like this:
Sub BodyTextApply()
Dim oRange As Range
' create a temporary character style
ActiveDocument.Styles.Add "_TEMP_STYLE_", wdStyleTypeCharacter
' apply the temporary style to the discontiguous selection
Selection.Style = ActiveDocument.Styles("_TEMP_STYLE_")
Set oRange = ActiveDocument.Range
With oRange.Find
.ClearAllFuzzyOptions
.ClearFormatting
.ClearHitHighlight
.Style = ActiveDocument.Styles("_TEMP_STYLE_")
.Text = ""
.Wrap = wdFindStop
' search for all occurences of the temporary style and format the
' complete paraphraph with the desired style
Do While .Execute
oRange.Paragraphs(1).Style = ActiveDocument.Styles("Body Text,bt")
Loop
End With
' cleanup
ActiveDocument.Styles("_TEMP_STYLE_").Delete
End Sub
You probably want to add some error handling as well to make sure that the temporary style used is finally removed from the document.