If it's an external style-- i.e., a style file that you've loaded into the keyboard-- it's possible that the style itself is muting the rhythm parts, or even possible that there are no rhythm parts. I would recommend using a utility program such as MixMaster to see which style parts (or channels) are being used in the style file, and how they're being used, then making any adjustments as needed:
Also, unless the style file was created for your specific model of keyboard, it's possible that the style is trying to select voices and drum kits that your keyboard doesn't have, and that could conceivably be an issue-- although I don't know why the keyboard would mute or deselect a channel just because the indicated voice or drum kit isn't available; in many cases (depending on the requested voice) the keyboard should simply select a different available voice which has the same Program Change number. But you might want to "revoice" the style file so it uses only voices and drum kits that your keyboard actually has available:
Style Revoicer - The Unofficial YAMAHA Keyboard Resource Site
www.jososoft.dk