Hi Graham,
I assume that the +Audio styles that you have downloaded are those in the 8 packs available in the Genos assets list.
As you said, these are the same styles that are already built into the Tyros5 (possibly modified to use some Genos voices in OTS). You can already use those directly from your keyboard so why do you want to try to use them from downloads?
The T5 actually has approx. 124 MB of built in memory which is reserved for additional Audio styles. Yamaha produced a few packs which could be purchased from Yamaha MusicSoft but they haven't released any more for ages. The concept seems to have been dropped!
Even without expansion memory, you should still be able to install additional Audio styles into your T5 by making an install pack using YEM.
When you import your .n27 file into YEM as a Target instrument, it will know that there is no expansion memory, so it should prevent you from adding any content that requires it (or at least warn you!).
However you should be able to make a pack that only includes the Audio styles if you really want to, even just out of interest!
Note that the Audio Wave size shown in YEM for a T5 install containing all 40 downloaded Audio styles is 618 MB, which is much more than the 124 MB available, so you will probably only be able to include 1 or 2 packs. Of course you can select one or more individual styles from each pack to include in the install as long as you stay within the maximum Audio Wave size.
If these styles are loaded into Genos (via YEM), you still can't copy them to USB, but you can save them to it, but of course, this has to be done one at a time. I don't know if you can do the same with a T5.
Regards
Ian