Hi Skip,
Unfortunately, what you (and every one else) is missing, is Yamaha's apparent reluctance (or inability?) to update the 'favorites' function to allow user styles as well as presets to be added to the favorites list!
I assume that the current function just holds the internal style ID number, whereas extending it to include user styles would require it to store the actual file name and full path to where the style is stored.
This is what is done in a registration for example, so it is not impossible to do, but since even after multiple firmware updates there is no sign of the function being modified, I suspect that we are stuck with it in it's current 'half finished' form!

At least there is the 'search' function, or of course you could always create a folder called 'My Favorites' or whatever, on the user drive and copy the styles into it. It would take up more space than an entry in the favorites list since each entry would be an actual style file, but with 58 GB available on the user drive alone, this should not be a problem for most people.
Regards
Ian