Hi Deane,
can't disagree with you on the styles front. Yamaha appears to have the biggest selection of commercial styles around. They support their keyboards really well. I get an email at least once a week to say they have added something new.
As for Xmas styles, yes, I have a few song specific styles in my yammie collection, but
( I'm no performer) for me having a generic Xmas style is of more use than something specific. I know that there are more generic styles in my yammie than there are in the korg ie I think I have a yammie Xmas ballad, which is something the korg doesn't have. I may get round to converting some of those too if they are rhythmically different to the korg ones.
Don't know if that's quite the right term, but, it's not worth doing if the same songs can be played using either the korg or Yamaha style, only worth doing if there isn't a korg style to suit.
Hopefully I'm making sense. Haha

As Donny mentioned, jingling bells can make a style sound xmassy too. A change of instrument within a style can sometimes help too.