Here's an extract from the TextStyleIterator class from the SDK supplied with MicroStation CONNECT Update 2...
struct TextStyleIterator : std::iterator<std::forward_iterator_tag, DgnTextStyleP const> { private: ChildElemIter m_elemIter; mutable DgnTextStylePtr m_current; //!Private constructor DGNPLATFORM_EXPORT TextStyleIterator (DgnFileP file); bool IsValid (){return m_elemIter.IsValid();} public: //! Advances the iterator to the next in collection. DGNPLATFORM_EXPORT TextStyleIterator& operator ++ ();
You can see that the increment operator is defined and is public.
What version of the SDK are you using?