Is this supposed to happen
Yes. The customized templates in the styles only apply to the ships the AI designs for itself, so there is no effect on a human player (which is why it's greyed out for you and not the AI).
If you want to replace the core ships (particularly the survey, colony, and miner ships you start with) with designs of your own that will appear when you make your own style, see
this thread where I helped someone else do the same thing.