I doubt it. The software in the Keyboard is used to create the style. The created style itselve is not software but a created part of a music piece, which lack originality for obvious reasons

1.
It is a very small part of a basic accompaniment in a music piece, without the possibility to identify it's uniqness.
There is no defined melody line which could make it copyright.
In fact if you ask 100 musicians using the same style to create a musicpiece around it, you will end up having 100 different songs.

2.
A number of years ago there was a legal case about a song melody, which created a jurisdiction basicly saying "It is copyright because there are at least 16 measures the same"
Don't you think that "coincidently" no factory style is longer as 16 measures?

3.
The style can be recreated on any arranger, so not even the software is that exclusive.
It is only unique due to the soundsource, which cannot have copyright either.
If that was the case, you cannot even buy a string for a guitar, because of it's uniqueness it holds copyright.

mmm... can go on like this a long time

Now as for USA! the land of a million claims!
You never know!
In europe there's no case!