Hi Rocky,
the "problem" here is that newer models like PSR-SX or Genos have much more Insert Effect blocks (Insert DSPs) than older models. And many Preset Voices and OTS Voices use those Insert Effects.
The reason for such annoying noises when changing the current Voice in a Keyboard Part while holding down the key(s) is that the currently used Insert Effect slot is switched to another setting. In contrast to Yamaha SYNTHS, Yamaha ARRANGER keyboards do NOT have an automatic "Seamless Sound Switching" technology so far.
One way to avoid this noises is to not play any notes while switching to another Voice. Another way is to use Registrations. Here you can e.g. use different Parts for certain Voices and/or assign the used Effect blocks in a better way than it is possible when using OTS or switching Voices manually.
Hope this helps!
Best regards,
Chris