Yes. It takes about one and a half seconds to load each new style set from SD Card into the keyboard and ready to play.
I guess the only reason you would want to collect a 'bank' of them together is if you were running straight on from song to song with no gap in between.
The SD Card has a built in neat filing system of 99 banks with space in each bank for 20 songs - so that's close to 2000 songs all on one SD Card.
A bit more complicated than maybe you want right now but there is also software available that enables you to swap each song around on the SD Card should you need to do so. However one step at a time eh....