I was asked to write an article about this very confusion for the next magazine. There is a song to style conversion disk available for the keyboard, but to make full use of it you may need to know some very basic composer editing to get really good results.
It is not 100% results on auto pilot since much depends on the quality of the original midi file, but you can experiment in manual mode to improve results.

It gives you intro, 4 variations, 2 fills and ending from a midi file. It generally gives you a 4 and an 8 measure intro or ending since naturally there is only one of each in a midi.
If the midi has many tracks, you can improve results by deleting tracks first on the keyboard and just converting the main backing parts.
Like most things it needs a little practice and trial and error to get really good results.