To begin with, many style parameters are not provided for by the MIDI format. In other words, a conventional MIDI sequencer is not equipped for fully creating and editing styles. So it is understandable that manufacturers would not use a MIDI format for their styles. To Yamaha's credit, it went as far as it could in making its style data accessible in MIDI. However, much of the style information is in a CASM section that can be in the MIDI file, but cannot be read or edited in a conventional sequencer. The other companies just did not bother with this half-way solution.
Roland tends to be fairly proprietary and it is not surprising that they did not make the effort of making it possible to edit a style at all in MIDI format. Korg makes it easy to switch note data and instruments in a style by storing instrument and note data separately.
I prefer Yamahas approach, but these days it does not make much difference. For full style editing, you need a dedicated style creation program. And, everything is interconvertible anyway using EMC styleworks.