Scott,
if an SD1 style is associated with an audio loop you have to import that as well for the style to sound properly. However, this an entirely different ball game compared with importing a style. A style can be easily saved on a floppy disk, while an audio loop can take more than 1 Mb (depending on the lenght, the sample rate and sample resolution): I don't think that the Ketron loops are sampled at 44kHz and 16 bit; still, don't think that they would fit on a floppy disk. My guess is that they have to be transferred to a PC first and then to the other keyboard. I have never done a thing like this, but once I will start transferring sounds from my Akay to the SD1 (via PC) I think that I could do the same with the audio loops I have on my sampling CD-ROMs.
Anyway, I will try to check this on the SD1 or the XD3 manual as soon as I can.
Speaking of styles, their average size is about 20Kb (only a few comples styles with long loops can take up to 100 Kb) and so on the HD you can store thousands of them (but each folder can store "only" 999 styles).