Yep... that's the step everyone forgets about. If you edit the style with Makeup Tools, you then have to save it to the My Rhythms folder. You THEN have to go to the Performance and load the new, USER style from the USB stick. Then you save the Performance.
TBH, there aren't many arrangers that allow you to edit the ROM style and save it back to the SAME slot in the ROM styles area. I think some of the better Korg's do this, but most everything, if you edit the style, you have to save it as a user style.
I think the problem for many on the Roland comes from losing track of which mode they are in when they decide to do a 'save'. ONLY from the Makeup Tools (or the Style Creator on the BK-9) will you save a style to the My Rhythms folder. If you have backed out of the Makeup Tools to do something with the Performance, if you hit the Save button there, it saves the Performance, NOT the Style. Pretty logical, if you think about it, but it catches many out, apparently.
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An arranger is just a tool. What matters is what you build with it..!