Just my 2 cents....

I have both brands and for my own experience I can say the following:
You CAN make a Factory Quality style with Korg, using mainly the keyboard, and yes, I recommend to use ANY decent PC sequencer program, I used the Cakewalk/Sonar, but you can use any other.
No one mention the fact that in the melodic Intros/endings you can have one in a Mayor tonality and another in a minor tonality and both can be very different, that you can do on the Korg, not in the Yamaha.
I have to say, that Jørgen has provide us with more useful tools than Yamaha, for that, Thank you again Jørgen.

The Yamaha style designers use a "special" software (I am pretty sure is Mac based), and the "basic" style tools that the keyboards have, are "almost" a marketing thing, just to say that they have it, not fully function-able, there is not chord table to assign the ""virtual" variations. Example, let's say I made a variation 1, well, to enable the keyboard to respond to more complex chords, I must make more "virtual" variations # 1, like the virtual tracks in a digital recorder, so you can have several takes on track 1.....the same applies in the style making, using the chord table assingment you can make the variation 1 virtual # 2 or 3, to respond to a suspended or diminish, etc.....chords.
that is what my friend Juan MIguel and I used to make those Mexican styles for Korg.

I do like all arrangers, some have "stronger" areas as well weak ones in one brand vs the other.
When I want to make a style for my own use, I make it in the Korg, and after I am done there, I use the Style Works Universal XT to converted to Yamaha, and even there, I need to make more editing to make it "decent".
All depends how picky you are and how you want it done, and most of all, how much time you want to dedicate to do it, and I almost forgot, you need lots of patience.