I get the same thing - - - - (dashes) on my PSR S950 Keyboard for missing OTS.
I believe what is happening, is the keyboard is finding a SIMILAR voice to sub for the missing VOICE. You do not (nor do I have on my S950) the Genos voices hidden on our keyboards. The reason I believe this is, I have find many times the voice on my keyboard that the - - - - (dashes) are soundings. When I find the VOICE, I select it into the OTS and save the style. In a few cases where I want the VOICE that is in the OTS but can't figure out what it is, I just move that OTS to where I want it in the OTS slot (1,2,3,4) that I want it to be in, OR use it in another completely different style.
I have also found (on my S950) that many of the OTS use the same VOICES but have very different Reverb, Chorus and Sustain settings on the voices. These settings can get a completely different and much better sounds out of the same instrument voice. Thus giving the impression you are hearing a completely different voice, when in fact you are NOT.