Well, the level of correspondance in typographical features between Adobe XD and other design applications, brought over as CC Library assets, is... let's describe it carefully... abysmal. There's not a slight sign of love between these two fairly new institutions.
To verify and confirm your findings, I created 4 kinds of assets from a text frame (with horizontally scaled text) in Illustrator: just Text, a Character Style, Paragraph Style, and an Image.

And I tested what currently is being understood by Adobe XD,
either by dragging or selecting (as frame or text) and applying.
The Character Style isn't supported or recognised at all – nada:

The Paragraph Styles isn't even shown, neither is the Text.
The only asset which offers some co-operation is the Image,
but even as an image, it completely ignores any textual styling:

So we can rightfully state that CC Libraries is a terribly flawed (not to say absolutely failed) area of integration in Adobe XD. Even Adobe's support of Images from CC Libraries in Microsoft PowerPoint is better:

(Although this surprising implementation ignores something as basic as Colors...)