You should not get this many styles replaced by the 'Default' style if you save an MFD from 'MusicFinder View'! What version of the program are you using? Make sure that after setting the 'Target Instrument' in the program, you click on any other field to change the 'focus' of the mouse scroll wheel. If you don't, then if you use the scroll wheel you will inadvertently change the target keyboard to one which may then not contain the styles used in the records!
I have downloaded the T5 MFD from both the PSR Tutorial site and the Yamaha official site, and they both load into 'MusicFinder View' without problems, and in either, there are only two records which use the style 'Zouk'.
You said that the file that you downloaded would not load into 'MusicFinder View'!
The file from the Yamaha site is a 'Zip' archive and should be un-zipped before trying to use it, but the download from the 'PSR Tutorial' site is not 'zipped' and should load into the keyboard or 'MusicFinder View' without any additional steps. Are you perhaps being confused by the initial warning message that opens when you load an MFD into 'MusicFinder View'? This is simply a warning about a problem that a user had experienced after editing a large MFD with the program. It does not indicate that there is a problem with the MFD that you are trying to load, and if you simply click on 'OK', the program should load your selected file.
As Ronnie ('browzer') has already said, if you save the MFD from 'MusicFinder View', any styles that the program thinks are not on the selected keyboard will be replaced with a 'default' style, which in the latest releases of the program vary with the keyboard selected.
For the Tyros5 this default is 'SchlagerRock'. The style 'Zouk' is currently the default for 'Tyros3' MFDs, but you can select your own default, so if you are using an old version of 'MusicFinder View', or have changed the Tyros5 default in the latest versions, this may be why you are seeing so many records apparently using 'Zouk', but I have to say that with the two T5 MFDs mentioned at the beginning of this reply, it sounds unlikely!
There are a couple of errors in the names of T5 styles in the '.dat' file that 'MusicFinder View' uses for the preset T5 styles, but even if the official Yamaha MFD had been loaded into the program and then saved from it, this would not produce the 600 records using the 'Zouk' style that you claim!
Regards
Ian