I haven't tried this on the Tyros, but on the PSR9000, and on other arrangers, and synths, there are TWO types of sustain. Piano sustain and Synth sustain which are settable within the O/S Utility function.

Synth sustain will HOLD ALL NOTES until you release the sustain pedal. Piano sustain will only hold the notes for a certain DECAY setting usually programmed into the sample.

Check the tyros manual for this feature.

Hope that helps.
Al