This is very strange, because a style can contain only an Intro part. It can also contains for example the fillInD but if MainD is not filled with midi notes the fillIn is not accessible. So, I don't see why it wont let you saving a style only with the intro. Hmm, strange.
Now, look at robinez's video about this software and see how you can choose an interval of measures for a section, even if software does not detect the section You can create it by yourself.
Regards,
Vali