Hi Anthony,
I have just tested this ins a brand new Moodle 3.2 set up on my test server and found that what you are saying is not true. Either I am reading this wrong or I am doing something wrong?
Having already added the HTML block to the Frontpage and enabled the Custom CSS Classes. I added some content and included within that content one of the class selectors I had added to the block.
I created a course and then configured the HTML block to be seen in every page.
I went to the course page and checked to see if the HTML block was on the page, which it was. I then examined the content to see if the list of classes at the bottom of the content settings page was there and it was. I also checked using Web Dev tools and found the class that I had added was there in the soure code too.
So what part am I missing in all of this?
Mary