Make sure the styles are in the SFF1 format, not the SFF2 format. The PSR-E models can't play SFF2 styles.
Check the posts in the following thread for information that might be relevant.
Last year I purchased my Yamaha E363 digital keyboard. Learned all the basics, chords progression and other techniques. Now for the first time, I tried to load external styles (downloaded from internet) but not a single one shows up in style selection section. I am using Yamaha music downloader...
www.keyboardforums.com
Also, note that you need to use the LoadSTY function in the File Control menu to actually load the style file into one of the User Style slots-- which you may have already done-- and you might need to rename the style file so it uses the ".STY" extension and doesn't contain any problematic characters in its name.
But other than that, you might need to convert the style from SFF2 to SFF1 format, and/or revoice it so it uses voices which are compatible with your keyboard model.