I don't know of any PC program which will allow you to play/audition KN styles and I very much doubt if one exists. You might be able to reduce the size of your task, by sorting through your lists of styles and only comparing on your KN2600, styles which have the same name.
As far as I am aware, Yamaha styles are in MIDI format so they can be played using a number of PC programs. However, the actual sounds used for the playback on a PC would be standard MIDI sounds, from the PC's sound card and not the Yamaha keyboard's sounds.
You also mentioned that you would like some 'song specific' styles for your KN 2600 - you will find 160 such styles on my website : http://mysite.freeserve.com/willumspages/index.html on the 'KN7000 Styles' page.

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Willum
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Willum

After silence, that which comes nearest to expressing the inexpressible is Music.
Aldous Huxley
( especially when the music is played on a KN7000....)