Hi Frans,
Actually had a quick look at the manual. As far as the Yamaha styles go, I think some might require a bit of editing especially with the drums. I can't see XG mapping for drums in the manual , only Gm or unless the Casio converts them to suit.
It can cause some drums to play back incorrectly. Doesn't sound good when you're expecting to hear a brush swish, and you get a handclap instead.

That's the problem I used to encounter when I used to convert my old PSR styles from a midifile across to the pa800. I had to transpose the incorrect drums to suit the korg drum mapping.
I was ever so thankful when korg added the XG mapped drumkits on the pa3x. Made doing the conversions so much quicker.