How to change font style of list item not just the label

You can add the option before=\bfseries in your \setlists.

(This requires loading the package enumitem, which you evidently did already.)

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If you want this option to only apply to a certain level, you can specify this in the \setlist. You can reset the font for deeper levels the same way. For example

\setlist[itemize, 1]{before=\bfseries}
\setlist[itemize, 2]{before=\normalfont}

would make only the first level of itemize lists bold.

You could load the etoolbox package and execute

\AtBeginEnvironment{enumerate}{\bfseries}
\AtBeginEnvironment{itemize}{\bfseries}

in the preamble. This method works whether or not the enumitem-related code is present as well.