Scott, there is nothing wrong with your Tyros. This "bug" is actually a "feature" that has been available on the 2000, 2100, Tyros, and now 3000. It is discussed in one of the psrtutorial Quick Steps lessosn on Editing Voices. Here's the link:
http://psrtutorial.com/L/QS/43savingeditedvoices.html

When you modify a voice and store it in the registration button, you are only storing the paramaters that have been altered from the standard voice settings. These parameter changes are applied to the original preset voice. You can store your editied voice in the USER memory or elsewhere and then call up that voice for MAIN or Layer or Left and save the setup in the registration memory. What does not get saved is the particular "name" you may have given to your "edited" voice. When you recall the registration button, the original name of the voice always shows up, but the sound will be the edited sound saved with the registration.