The KN7 will read all styles from the KN2000 - KN6500 and all these older styles are available for download FREE from Bill Norrie's Technics site. I think the web address is www.willumshomepage.com
(but if it is wrong, I'm sure someone will post the correct address for you).
Although there are 'multi'card readers available that allow you to play some Technics SD cards direct, it does depend on previous models, how/when/by whom the original KN sets has been put together. Some will need to be converted to play on the Tyros 4 and some (particularly midi saved sets) will play on almost any keyboard. I wouldn't worry too much about losing your KN Styles because as I said above, there are numerous 'converted' Technics styles available on the net and the KN5000 is listed among them. For me, the most outstanding website that deals with these kind of keyboard issues is:-www.psrtutorial.com
If you visit this site, you will get some answers to your questions which will undoubtedly help you to make your decision.
Also, I should point out that along with many other people, I bought a 'new release' Tyros 4 last year which quickly revealed a 'glitch' and Yamaha put out an update that dealt with most of the problems, so if you definitely intend to buy a T4, make sure it has been updated.