Bold subscripts with \bm changes sans to serif [duplicate]

Question

Let us assume I have some equation like

\documentclass{article} 

\usepackage{cmbright}

\usepackage{amsmath}

\usepackage{bm} % boldmath

% ********
\begin{document} 
bold not working:
\begin{equation}
    X_\mathbf{n}
\end{equation}
Let us try bold here:
\begin{equation}
    p_{\bm{n}}
\end{equation}

\end{document}

The problem with that command is, that it changes the font from sans to serif. Strange, isnt it? It leads also to a lot of confusion.

Any ideas?