Hi Twice,
To view/load Style files you must be in the Style Selection display:
Press any Style Category button or touch the name of the currently loaded Style on the Home display to open the Style Selection display. Then navigate to "User > USB" to view the contents of the connected USB stick. Go to the desired folder and touch the desired Style to load it.
By the way, Style files can have different file extensions, e.g. .prs, .sst, .sty, .fps, .scp, etc. The SX900 is compatible to all available Yamaha style file types.
Best regards,
Chris