Update, in case any other poor soul is experimenting with older SCSI storage possibilities:

It is NOT necessary to "finalize" the CD itself when burning the style and other files. I was not handling the internal directory referencing properly on the PSR9000. Both "closed" and "open" CD disks will be read.

I have now successfully set up the external CDROM; burned song, MIDI and style files to CD, and transferred them from CD to the PSR9000 hard disk, floppy, etc. used the CD as a "direct" style input, and so on. This is quite useful. I see it as a backup resource too. I really enjoy recycling "obsolete" gear.