As far as I know, there is no such function on the PSR-E models. I don't have a PSR-E473, just some of the earlier models, so the following comments are based on my experience with them.
As far as I know, you have only five options:
(1) Just live with it. The loaded style shouldn't hurt anything, and if you want some other style in its place then you can simply load a different style file in that style number slot.
(2) Use the "Backup Clear" procedure to clear the backup memory. Note that this will clear all of your "user" data from the keyboard-- any Songs you recorded, any Styles you loaded, any Registrations you saved, etc. However, it will not clear the "flash" memory that's used to store files transferred to the keyboard from a computer using Yamaha's Musicsoft Downloader app; those are cleared by a different procedure ("Flash Clear"). Consult the user guide of your model for more information. Note that since the "Backup Clear" will delete your User Songs, User Styles, and User Registrations, it is strongly recommended that you store copies of everything on your computer before clearing the backup memory.
(3) Load a Backup file that was made sometime before you loaded the unwanted style file to a style number slot. Note that everything you had done after making the Backup file will be lost, as the User Songs, User Styles, User Registrations, etc. which are currently on the keyboard will be replaced by what was on the keyboard when you originally made the Backup file. Note that Backup files must be saved and loaded using Yamaha's Musicsoft Downloader app. See your keyboard's user guide as well as the Musicsoft Downloader guide for more information.
(4) Load a User file that was made sometime before you loaded the unwanted style file to a style number slot. This is basically the same thing as loading a Backup file, but the differences are that you can have several numbered User files, you save and load them using a USB thumb drive rather than the Musicsoft Downloader, and User files don't store any backup parameters which persist when you turn off the keyboard, but which are not stored in a Registration. See your keyboard's user guide for more information.
(5) The last option is arguably the best one, but I can't be sure that it will work with your model. It might surprise you that an "empty" style number slot isn't actually empty, because it contains style data for a "bare bones" style that doesn't contain any notes, just the basic structure or "skeleton" of a style file. Some years ago I created a "No data" style file by extracting that style skeleton from one of my User files and saving it as a style file with the name "No data" (which is the name used within the "empty" style). If you load this "No data .sty" file to whichever style number slot contains the unwanted style, it will replace the unwanted style with the "empty" style, thereby "deleting" the unwanted style without affecting any of your other user data. I think this should work on your model, but I can't test it to see. I'm having trouble attaching the file from my iPad, so I'll have to try from my computer later.