I think the way it is working is not correct. Here is;
When you add a link to piece of text and right after link is added, give same text some style like font size, color etc., ckeditor makes its source like so;
<p>Here is some <span style="font-size:28px;"><a href="#">link</a></span></p>
where span tag is out of a href tag but in fact it must be inside of a href tag to force inline span styling to be applied.
Not sure about editors but I know one http://cutesoft.net/example/general.aspx running in correct way.
So any idea about this? my version is 3.5.2