The DxO style, while offering more options and settings compared to the DxO standard, features more vibrant colors and brighter brightness. However, it doesn’t look very natural, and some settings have the same values for all images. Can someone tell me in what situations this preset is used?
That’s because it’s not 
You need to find settings that work for you as a starting point, create a preset from those settings and then make that preset your default preset.
Me? My default is a tweaked version of DxO’s ‘neutral colours’ preset.
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The only preset that is applied automatically by PL is the one set as the default. To change the default, look in Edit | Preferences and on the ‘General’ tab look at the ‘Correction Settings’ section.
I also find the ‘DxO Style - Natural’ doesn’t look very natural, even though it’s the most common preset I use. I make one change that seems to make the image more natural looking: in the Color/B&W Rendering palette, I change the Rendering setting from ‘DxO Natural’ to ‘DxO camera profile…’. I definitely must create my own preset to incorporate some of what the ‘DxO Style - Natural’ does but also other corrections, like Denoising.
When I started using DxO I thought there was something wrong with it till I realised that the Natural preset was being applied by default. For me, that looks very oversaturated, especially in reds.
Like an earlier responder, I now use a preset based on Neutral colours with some mods more commonly. But I have optical adjustments only as the default preset.
It also changes the rendering of reds to more of a pinkish red. At least that’s what I’ve observed.