You are right.
Even by scripting one cannot apply an object style to a graphic frame that contains a movie or a sound file.
Technically one could apply the style before placing the movie or the sound to a pre-made graphic frame.
If you uncheck the option to replace contents while placing the preview image of a movie will be added. Otherwise the preview image is missing on the page. If you then change the object style, the graphic frame with the movie will follow.
But you cannot apply a different object style as long as a movie or a sound file is placed to a graphic frame.
Best you do a feature request or bug report:
https://indesign.uservoice.com/
Regards,
Uwe Laubender
( ACP )