With PSR1000/2000 and CVP20X, the styles now have 4 sections: Style Parts(main A etc), CASM, OTS settings and Music Finder Database. If the latter two sections are available in the style(either because its a factory style or OST has been added using Memory/OTS or MF entries via the MusucFinder window)they will be carried with the style and loaded into an instrument when the style is loaded.

I notice that if you create a MF entry for a style in the User area and then delete the style, that the Music Finder entry remains there (but disables since the style is missing). When the style is reloaded, the entry becomes active.