Also bear in mind that the style recorder (which is actually accessed via the sequencer mode) does NOT store patch settings or individual volume tweaks, but it will allow saving to a user slot where you can do these edits and save them.
You can also circumvent this by editing the style in the main window (accessing the tabs at the bottom to get to the mixer screen) and then if you select "Save Current Style Performance" from the little drop down menu arrow at the far top right of the screen, this will then allow the saving of the style to a user slot as well (or the favourites banks).
Of course if you have the Factory Style and Sound Protect set to off, you can also overwrite the original Factory slot as well

But if you are using the same style with edits for different songs I would not recommend it....it can be done but is a little more convoluted than simply saving to a user slot.
Dennis