It's my pleasure if I could be for any help at all.
What do you see if press the .KST folder at screen?
If the .stg files is placed in that folder, they would be visible and ready to choose.
The KST folder(s) works similiar to the category folders at preset area.
Try this:
- Create a TEST.KST folder at your USB stick, and copy the .stg (styles) into that folder.
When you choose drives (as seen upper left corner at picture you posted), you can see what drives connected.
Browse to the USB and then the TEST.KST folder. When click that at your PA5 screen, you should see all the styles in it and be able to choose just as from the preset categories.
The brand new OS at Pa5 have a workflow that is more like at a PC compared to PA4 and 1000.
I suppose you've seen through the video manuals from Korg?
If not, it's lots of info to see and listen to at this page:
Korg Videomanuals