Using this method you are creating a new copy of the style with any changes you wanted to make burned into it. This is different from saving a registration, which basically saves a "pointer" to the original style along with a set of instructions on how to modify that original style once it's loaded.
But one thing to watch out for is that if you use the style creator, you can (and indeed have to) set the mixer options separately for each of the sections (Main A-D plus intros and fills). Wheras using the registration method, any change you apply in the mixer applies to all sections. Each of these approaches is valid, it depends on what you want to do.