A style remains the same no matter what it is played on, yes, the character of the voices changes as it's a different sound engine, however if it didn't then what is the point in the first place, you may as well just use the manufactures keyboard it was made on. (Trying to blend 2 different arrangers into one that sounds cohesive can take some doing, so using the sounds in just one arranger is preferable)
Take a song played by 2 different bands, the style stays the same, but the sound is similar but different.
Unlike other manufactures Yamaha creates special voices to use in their styles, rather than just programming a style like a band would, (No special sounds needed) so yes Yamaha styles can be more difficult to translate, but not impossible.

Bill