In the Style Select (Styles CSS) parameters, set the Tag (Belise) option to None (Apply to Selected Tag) (Aucun (peut s'appliquer à toutes balises))

But if I do so, the class is set to p tag.

That should only when selecting the link, you also selected text outside of the link. Do you get the same result if you select the link by double-clicking on it?

Try this:

1. Make sure the Tag option is reset as suggested in my previous post. Selecting a tag option is for creating the element, not updating an existing one.
2. it can be difficult to select a link with a drag select, so you only need to click anywhere in the link (single click), then select and apply your style from the Styles list.