My pleasure, glad I could help! So, yeah -- the PSR-E400 series -- that's kind of my area of expertise, as I have the PSR-E433, though I don't use all of its features. With styles, I usually just keep the auto accompaniment off and only use the drum rhythms.
Currently, the most recent keyboard in this line is the PSR-E463, though most of us are anticipating its replacement -- the PSR-E473 -- to be released within the next few months, though that is pure speculation at this point. And what additional functions it may have is also pure speculation at this point.
But yes, the E463 has no style creator on board, and I would suspect that all of its looping and sequencing functions work just like on my E433. And I guess I should clarify what I wrote before -- while the sequencer does, in concept, work like a tape recorder, it is not actually recording the audio of what you play, but it instead records the data of each keystroke you play (such as what note you play, when you play it, how hard you hit the key, the tone selected for that note, and a variety of other information) as you play them. This is MIDI data. Then, when you play the recording back on the keyboard, the keyboard's sequencer just sees and interprets this data and uses this data to just tell the keyboard what notes to play, when to play them, what tone to use, and all of the other parameters stored in the sequencer MIDI recording.
I do believe it is possible to send this data to a computer with a "MIDI to style" creator program, and then use that program to create the style on the computer. But this would have to be done on a computer, not the keyboard. Once the custom style is created on the computer, it can then be loaded on to the PSR-E463 as an additional style -- I believe the PSR-E463 can store up to 10 additional styles. The style would have to adhere to certain limitations for it to be able to be loaded and work on the PSR-E463. For example, I don't think it can be more than 50K bytes in size, and it could only have two variations (the A/B variations), not four variations like you see on the PSR-S/PSR-SX/Tyros/Genos keyboards.