To answer you question Giovanni - yes some of the styles certainly do.
One of our Club Members has a PSR3000 and when it was his turn to bring it along to the monthly session, I just took my portable hard drive on which I have Neil's latest KN7000 Reprise. When it was my turn to play, I used the KN7 styles with some of the tunes contained in the 'One More Time Ballroom 1' book. However, we only have 15 minutes each to play, so I cannot confirm that all the styles play. Why not ask Neil, he may have an older version which has been converted especially for the PSR3000.
Hope this helps.