The .VCE file is a MIDI file that contains NO sound but contains only parameter data for the Left, R1, R2 and R3 Preset Voices that tweaks Voices when they loaded. When we assign a Voice to a style Part or Multi Pad the VCE file does not load. It only used for the Left and Right Voices.
If you hear no sound from a VCE file from another keyboard, then that means that Preset Voice is not in your keyboard.
Joe H