REPLY FROM KORG.
There is a setting to adjust the behaviour of the instrument with regards to this. It can be found under the Global -> Mode Preferences -> Style 1 page. If you select the “Immediate” option, the Pa1000 will select the corresponding Keyboard Set as soon as you select a new Style. With the default “Next Measure” setting, the next Keyboard Set will only be automatically selected until the first beat of the next bar/measure.