If you purchase a Yamaha Style you are free to use it as you wish for your own personal use, and if that means you convert it to play on another manufactures keyboard that you own then this is also totally legal. (The same applies to all manufactures styles)

It only become illegal if you take a manufactures style without their permission, (You have not purchased or do not own the style) and pass it on to another person. (Whether in converted form or not)

Bill