No, you’re not missing a step… unlike the G/E series, only ROM styles can be addressed at startup.
I think it’s because USB sticks are easily swapped whereas those PCMCIA cards weren’t, and if the wrong stick is in the slot (or no stick at all) the Performance won’t find it and your arranger won’t start (did you ever try to startup your E50 with the card out if the startup addressed it?).
Having the startup address a ROM style ensures it will ALWAYS start up…
A workaround would be to place a copy of the Startup Performance at the very top of your main Performance List but addressing the user style you want, and immediately after startup, load your Perf. List and you will have your startup Perf. immediately visible and selectable.
I always do this with every Perf. List I create, in fact I have a few I place at the top of each List for different tasks - style play, SMF/Audio backing, live band, LH bass etc.. This makes it quick and easy to set up for specific tasks right from the start.
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An arranger is just a tool. What matters is what you build with it..!