If you have the "Limit allowed HTML tags" checked, it will generate a textarea at the bottom of the configuration of your full_html profile.
You need to authorize the "style" attribute on the span tag by adding this attribute on the list.
By default, you have for links :
<a href hreflang>
If you define a new style explained on this documentation it will be added automatically.
EDIT: It seems that for XSS reason, style tag are stripped out everytime, see this thread where they talked about that.
You have to create styles and define what kind of stuff your end user will be able to add. If you absolutely need your user to be able to add some style directly from code source of your ckeditor, you have to disable the option "Limit allowed HTML tags" but it's not recommended.