I dont know if that issue is due to the theme or something else but it is strange.
The HTML tags for titles (h1 / h2/ ..... H6 dont apply correctly :
H1 is ok, h2 is ok, but from 3 to 6 all formated text is identical.
This occures only in my site using nelo, reason of py post.
WP3 without buddypress
Nelo last version 2.1.2
Tinymce advanced 3.2.7
Exactly the same config of another network using corporate and one of his sub site using arclite but in it the Hx tags apply fine...