I'm sure it is. I tested them on two separate SX900s. And everything worked fine on the PA4x.
Also, when you put a CDG in a Registration on the SX, it will pull up the MP3 part, but not the lyrics. These are almost certainly bugs, and can be easily fixed by Yamaha, if and when they get around to it.
Another boo-boo; on the Yamaha, in order to change the pitch on an audio file, you must go into the audio menu, select and press a tiny little box that says pitch shift. On the Korg the Transpose function will change it immediately. The Transpose doesn't work on audio files in the Yamaha.