If you are using the outline sidebar to create your hierarchy, you can use the template to define the line and graphic styles based on the heirarchy by checking “Enforce Style” in the Diagram Layout and Style inspector in the Canvas Inspector. You will need a template with a defined outline hierarchy and to set up the line styles you want to use once. Then when you create a new OmniGraffle file based on that template, you can check Enforce Style or tap the Restyle Now button to apply styles.
I’d love to see us add a full object styles inspector where it is possible to edit, name, apply a shortcut, as well as override object styles in an inspector slice, but that is something we do not currently have. Please email us at firstname.lastname@example.org and request we support object styles which allow setting a shortcut to enable the ability to switch styles more easily.