It is not a big deal (IMO), but the only problem I encountered in conversion process is fills/break length, which on Yamaha is only one measure, but Korg accept 32 measures for all style parts (if I remember well
). So, custom styles which uses more than one measure for fills or break, need to be cut to one measure, which on most of the cases is a nightmare process, because you don't know which measure to choose. Korg has another feature for fills and break, which consists in option of the fill to start (on next measure or immediate), which means fill can uses remaining measures to end of variation or fill length from the moment you press fill, or to use all measures from fill if the option for fill is "Next measure".
Style file concept on Korg is much much better structured vs Yamaha's Style structure. You can do a lot of things or use a lot of controls, including sustain control.
I use Cubase and StyleMagicYA to convert styles from Korg to Yamaha.
Regards,
Vali