I found this a little frustrating too... and I had gone ahead and spent some time collecting my favorite voices from the various expansion packs, editing and saving them to USER slots. As soon as the exp pack changed or thumb drive was removed, those voices became silent, because the necessary waveforms were gone, meaning I lost an hour or two of work. (Roland: maybe have a warning pop up when a user saves an exp voice to user?)
I now just stick with the onboard patches and learned how to edit the effects. Just starting with Pf:S11 (Super Wurly) and changing the effects (43 Delay; 57 LoFi Compress) gives me just about everything I was interested in on the EP exp pack for instance. The onboard effects package is comprehensive but easy to work with (MENU / Edit / Effects Edit) to create variations of voices (download the free Juno DS Parameter Guide PDF for complete info on the effects starting on page 40). You don't need to get into the (much more complex) patch editing
A troubling aspect of working with the expansion packs / thumb drive was how often the loading ended in an Error during the checksum on my DS 61 unit. After a few tries eventually the exp pack will load successfully. Happened on all the exp packs. Seems weird, usually digital stuff either works or it doesn't, right?