I've spent quite a bit of time playing Tyros 4, and they did indeed include quite a few new styles. Most of them are in categories I don't use much though. I was expecting a lot out of the new drum kit, but on many of the country styles, I had to look in the mixer to see what kit was being used. Sure enough it was the new Live one, but my ears had trouble hearing the difference.
Yes there are many thousands of Yamaha styles floating around, but they aren't going to sound any better on a new keyboard unless you take the time to edit each one.
Even with the Audya, I find about half of the styles I use are carried over from the SD series. At least Ketron went to the trouble to tweak them for the Audya though.
I'm glad we have so many good choices, even though none of them will ever be perfect.
DonM