I wrote about this at the Yamaha headquarters as to why I can't find the XG sounds. I received this answer: "There might be a small misunderstanding. The XG-Voices are already build-in in your PSR-SX900.
They automatically get selected, whenever you play a MIDI-File, which is XG-compatible. These
files contain a message, which -so to speak- turns a part of the PSR-SX900 into a XG-soundmodule.
These Sounds are not directly available for manual playing, because most people regard
them as inferior to the PSR-SX900's Sounds. They have been solely implemented only for
song playback purpose."