Hi John,
For models up to and including Tyros4 and PSR-S910/710, in "Style Settings > Style Change Behavior > Tempo" only the settings "Reset" (= default setting) and "Hold" (= tempo is not changed if a different style is selected while the Style is running) are available.
The "Lock" setting is addionally available there for Tyros5, Genos and PSR-S/SX models from PSR-S950/750. If this is activated, the current tempo will be retained even if the current style is stopped and then a new style is selected. Important: the "Lock" setting mentioned is actually only useful temporarily, especially to find a suitable style for a certain song title at a given tempo. By the way, I still mostly use the "Hold" setting, mainly because it can remain activated permanently, i.e. it doesn't interfere with normal operation. When searching for a style, you just have to be careful not to stop the style so that the set tempo is maintained.
Best regards,
Chris