Memory (“nothing specified”) and internal memory (= a kind of “flash” memory) both have the same function: for saving registrations, styles, midi files, recordings and eventually also Multi Pads User voices. All this can also be stored on a USB stick so the size of this memory is not that important. The 58GB on genos is because the genos also has a harddisk (on top of its internal memory)
Expansion memory: this is for adding voices (styles are not stored in expansion memory even if they are loaded via an expansion pack); as Eileen mentions, genos now has 3GB (SX900 has 1GB). The size of this memory might be very important if you want to add a lot of extra voices by yourself. On genos and SX, it is not possible to further extend this memory (only possible on some Tyros models but these memory boards are quite expensive)