It is currently necessary to create a class / id to use the visual panel, if there is no class / id the style is added inline directly in the Html, it would be great to have an option to exchange inline style for classes in a mass css file, or a option to use inline style or an automatic class creator.
There is a dropdown menu at the top of the Look and Feel panel labeled "Style Attribute." The bottommost selection is "create CSS block." This is how you go about styling components without adding inline styles.
Most people, once they get comfortable with writing CSS, don't even bother with the look and feel panel. We just write our classes and rules directly in the Styles panel.