It doesn’t matter whether you changed anything to italic or not - Dorico does this by default.
Here, for instance, are the settings for the Bar numbers (parts) Paragraph Style.
Where it says “Parent: Default Text” in the top right corner, that means use whatever the settings are for the Default Text paragraph style.
Where the switches to the left of “Style” and “Size” are turned on, they mean override whatever was set for the Default Text paragraph style and use these settings instead.
By default, bar numbers are italic, chorus lyrics are italic, dynamics are italic, etc.