I don't have the A2000 but when you are trying to save the style, are you using 'Copy' first? The 'Save' option will be greyed out until you have 'copied' a file. If it is still greyed out after copying the file, it may be that the folder or drive that you are currently in won't allow saves. Try saving to USB first. With a USB stick in the instrument, tab to 'USB1' at the top of the file selection display and see if the 'Save' icon is now lit. If this is the case then you should be able to copy and save the styles to USB or possibly even to the 'User' drive containing the expansion pack although you would need to select a folder other than 'Expansion' on the user drive. You might be better creating an new folder on this drive to save to. I can't see any reason why you shouldn't be able to modify the style using the Style Creator but of course it would not be worth the effort if you really can't save the results.
Just one thing - you say that you would like to put a selection of styles from different expansion packs onto a USB stick. I suspect that whilst this is possible, if a style uses one or more voices from the expansion pack (as you might expect it to), and these voices use wave data (samples) from the expansion pack, the style will not sound as expected if the expansion pack containing the wave data is not loaded at the time, and since you can't have more than one pack loaded at at time, I don't see how you can achieve what you want.
The following is an extract from page 40 of the owners manual.
"Song, Style or Registration Memory containing Expansion
Voices or Styles
Song, Style or Registration Memory containing any Expansion Voices or
Styles will not sound properly or cannot be called up, if the Expansion Pack
data does not exist in the instrument.
We recommend that you record the name of the Expansion Pack when you
create the data (Song, Style or Registration Memory) using Expansion
Voices or Styles, so that you can easily find and install the Expansion Pack
I hope that this helps.