Keeping everything on one is certainly convenient. Since the three keyboards you list would all read and play all the files, whether you even bother to separate the files into into different keyboards is up to you. It is true that the style optimized for one could sound a little different played on a different keyboard, but between the three keyboards you mention, probably not much, if anything, most of the time.
Many of the styles between these three keyboards will be duplicated, and you could rationalize that to make access a little easier. So I guess it depends how picky you are about the perfect sound!
On a more general note, most of us keep far too many styles, especially in the early days, when we get a 'hunger' for more and more and cant stop collecting them. Then searching the vast number for the perfect one gets to be like looking for a needle in the proverbial haystack.
A smarter thing is to really be ruthless in what you keep. Then the whole problem of storing, searching, optimizing, gets easier.
Mike