Hi Don,
PSR's still do send out the parts via midi.
The problem is, there doesn't seem to be any way of programming in your own bank & program changes for the melody parts when playing styles.
I actually managed to convert a couple of the sd1 styles across to psr format ( had to do via midi to style method to keep the sd1 Live drums intact)
ie the psr played the style data , the sd2 supplied all the style track sounds including the Live Drum sounds.
Only reason it worked was because I was able to put the correct bank & program changes into the style tracks.

For the melody tracks I was pretty much stuck with just using the default gm bank.
I couldn't access the higher banks.

best wishes
Rikki