Both sides need to calm down a hair, LOL
The OP needs to understand that, maybe his Ketron allowed simple muti-channel import directly through MIDI to the different Style Parts. It appears that the Korg does not. But he also needs to realize there are probably a huge selection of things the Korg does that the Ketron cannot. This doesn't make the Ketron a less 'professional' instrument, and no doubt, were someone coming from Korg to Ketron to go on THEIR user forum and claim the Ketron was a toy (OK, a 'non-professional arranger'!) for any of ITS shortcomings, you might see as defensive, if not a rabid 'defense' of it by its devotees.
The truth is, EVERY single arranger out there does SOMETHING better, easier, more conveniently than the others. The 'perfect' arranger does not exist, never has, never will. All we users have to do is understand this, try to find the ONE thing that we consider the most important feature (this barely qualifies as a deal-breaker, does it, as long as an efficiently DIFFERENT workflow exists?) and select the arranger that does THAT best. Then we have to be prepared to accept the baggage that comes with it. For most of us, that ONE thing is the sound...
Given a choice between a better sound, and a slightly more inconvenient way of importing multi-channel MIDI into a style editor, most people would select the former
But getting into a spat-war with each other over this (especially when you factor in that most of the participants are arguing in a non-native language!) seems counter productive.
My take on the whole thing would be for the OP to TRY the file import system, with markers and Type0 format (something Logic can easily export) for a few weeks, get used to the workflow, and see if familiarity will speed things up, and perhaps allow him to find certain advantages in the system - there are bound to be a few. For instance, I can start by suggesting that the timing of the style will be a LOT tighter than a direct multi-channel capture, as there is always a bit of 'jitter' around multiple notes all intended to be on the exact same tick (like the start of Parts) when it's all coming down the MIDI cable at the same time.
I've done this myself (for SMF transfer, not style creation, though) and I can definitely tell you that file transfer of the sequence is tighter than simply recording the stream. Particularly with MSB, LSB, data, that often needs to be in the same order each time even though sent out on the same tick, file import is FAR better...
Just everybody back down, realize you aren't all conversing in your native languages, and understand that yes, to someone JUST starting out on a new OS, there are a LOT of things that can leave you scratching your heads and going 'WHY?!'

That you may have got used to it by now doesn't make it any less difficult to the newcomer.