The APA Publication Manual (Section 3.03, Pg 62) mandates a Heading 3
style that that is bold and indented (1/2 an inch like a normal
paragraph), and then followed on the same line by the text.
That means one cannot use a paragraph style, as the paragraph needs to
actually be normal body text (Default in most cases). If one uses a
generated ToC, then the text that is style with the Heading styles is
used in the ToC, so you don;t want a paragraph that looks like normal
but for which you bold the first bit.
Seems to me there was a way to style text as a heading level
(specifically for ToC purposes), without making it a paragraph style,
but I can't recall how that was done.