Do you mean sustaining the Split Voice the way you can sustain the Main Voice and Dual Voice by adjusting the Main Release and Dual Release voice parameters? If so, it's one of those "No and yes" answers.
No, the PSR-E models don't include a Split Release parameter in their Function menus.
But yes, the Split Voice actually does have the same envelope and filter voice parameters that the Main Voice and Dual Voice do-- that is, Attack, Release, Cutoff, and Resonance.
However, since those voice parameters aren't included in the Function menu, the only way you can access them is via MIDI.
And since (as far as I know) the PSR-E models don't let you adjust the panel settings via MIDI input as you can do on many of the PSR-S models, the only way I know of to access the full adjustability of the Split Voice is to route the keyboard's MIDI output to a computer or tablet, use a DAW or other MIDI software to adjust the MIDI channel parameters, and route the altered MIDI data back to the keyboard.
Basically, you would connect the keyboard to a computer or tablet using its USB TO HOST port.
Then you would set up MIDI tracks inside a DAW or other MIDI software to receive the channels of MIDI data that are coming from the keyboard, one track per channel.
You would also need to set up the MIDI tracks to send their output back to the keyboard.
And finally, you would need to turn off the keyboard's Local Control, which stops it from making any sounds when you play on it. In essence, this separates the keyboard into two different types of MIDI devices-- a MIDI keyboard controller and a MIDI sound module. It is already both of those things, but normally-- with its Local Control turned on-- these two functionalities are joined together and controlled by the panel settings. Setting the Local Control to Local Off lets you use an external device and its software as an extension of the built-in panel settings and Function menu, letting you access all of the MIDI channel parameters which the keyboard is capable of responding to.