Hi Guys,
First of all, @Bavi_H, thanks a lot for your answers. I'll definitely give them a try and will check on more styles, I'll also will try to use other modifications to test these settings and will update.
@Mark Morgon-Shaw
I haven't really tried other DAWs I've tried Style Magic which is another specialized software for Yamaha arranger keyboards, and obviously it doesn't have issues like this.
In general, MixMaster integrates only with Cakewalk, and since it was free and "easy-to-understand" it has become an obvious choice for me (I'm not a musician and just study for my own joy and fun)... I'm not experienced with other types of DAWs - but I'll do my best to try and update.
In general the style handling in Yamaha arranger keyboards is not an easy and straightforward process, because unfortunately Yamaha do not provide any software to handle this task and the arrangers themselves do not have many on-board style modification options.
I can't estimate whether its a niche issue, to me it looks like there many people who own various yamaha keyboards (I believe its the most widespread company when it comes to arrangers), and some of them would like to create styles. These people (including me) would be really glad to see a solution for this issue, because IMHO, Cakewalk has the best midi editing capabilities - way better than anything available for Yamaha keyboards, of course its only my personal opinion...