There might be some kind of data in the files that are confusing the converter utility, or the files themselves might be corrupt in some way.
Style files and MIDI song files contain binary data as well as a little bit of text data, and occasionally people will try to open them in a text editor which can't display the data properly. But some of the binary data can look like text characters that the text editor is used to-- carriage returns, linefeeds, tabs, etc.-- and the text editor might try to "correct" some of them if it thinks they're not quite right, like converting a Mac, Unix, or Linux linefeed to a Windows carriage return and linefeed, or some other type of change, like replacing a horizontal tab with a certain number of spaces, or a vertical tab with a certain number of carriage return/linefeed pairs.
When the person goes to close the file, the text editor sees that there were changes made to the file (which it made itself because it thought it was being helpful), so it asks if the person wants to save the changes. If the person says Yes, the modified file will be saved and the MIDI data will be corrupted.
I don't know that this is what happened, just saying it's one way that people can corrupt style files and MIDI song files without meaning to.
If you think the file may have gotten corrupted somehow, you might want to see if you can download the original file again from wherever you had obtained it.
If that still doesn't work, you might contact the creator of the conversion utility, Jorgen Sorensen, tell him what is happening, and send him the file to look at. He is a very nice gentleman who is actively interested in fixing any problems with his utilities, and he should be able to determine why the utility is saying that the file isn't an SFF2 file.