Hi Ian
The problem still remains, the Finger Bass voice I would select to replace the one in the style, is highly unlikely to be the same Finger Bass that you would choose, (The same goes for the rest of the sounds) in addition the balance and reverb settings etc., would also probably be different to what you would choose, none of which may be to your liking, and so the style (To you) would not sound as good as the original, whereas to me (As its set-up to my personal taste) it would be sounding way better than the original.
Likewise if you set up a style to sound better then the original, it would probably only sound better to you, not to me.

The above is why it is not possible to setup a style (Or any other keyboard for that matter) for anyone else, as each person’s opinions will be different.

Sounds can be set to pre-load on boot up, or when you load in a VSTi in manually, therefore there is no loading time between voice changes. (If you look at one of James early videos, he pre-loads the sounds (Which can be saved) and this allows him to switch between a 500 MB Piano and any other voice straight away.

Hope this helps

Bill