Actually a few years ago I imported a couple of Roland G 800 styles in my K 2600.
I first converted the styles to midi in Cakewalk and then recorded the styles in realtime straight in the onboard sequencer of the K 2600.

So indeed I think it won't take them much to include the conversion in the O/S.

Personally I wouldn't need something like that as I don't use styles anymore, but looks like a nice feature.