First, your categories listing module is configured to show sub categories and the UL class name would be added to them, but since you don't have sub categories, you do see the style being used there.
You should change the "Show sub categories" option of your module to not display child categories. Then, the first level of categories will be displayed using UL/LI tags.
Then, make sure that you add a space before your class name when you enter it in the option of the module and that should then use the styles of your template.