Hi Kazatskov,
To make it clear again: The Voices of Yamaha keyboards are called up internally via so-called "Voice Set" files. So if you copy "Voices" in the Voice Selection display and save it on a USB stick, for example, you will get - again such a Voice Set file.
It is basically a MIDI file that contains the Voice Set settings and refers to a specific Preset or Expansion Voice (using MIDI Bank Select MSB/LSB and Program Change). The actual Voice will NOT be copied.
What you could do is to sample the desired voices with a suitable computer program such as "Sample Robot". However, you would have to sample every single note (or at least every third note) in several dynamic levels, post-process it if necessary, map it and create an .sf2 Voice from it, for example. Of course, you also need the appropriate expertise for this. It will keep you busy for hundreds of hours and require hundreds of GB of storage on your computer hard drive.
Best regards,
Chris