It’s the same reason you cannot use a Tyros 5 style on a Tyros 2 keyboard or a later Roland instrument style on an earlier model, OAX has more sounds, drums etc. then OAS so OAS does not know what to do with it.
BTW: sty is a Yamaha format style file, not a Wersi style file. (If you have the OAA on your OAS instrument then you can natively play Yamaha styles up to Tyros 2 so there are a boatload on the web you can download.
As to conversions then Wersi is a niche market so not enough demand for convertors, however if you have the OAA the Yamaha styles are available in abundance so stick with these. (As I mentioned above)
NOTE: if change the sty to mid you can open the style in a DAW (Or any Midi sequencer) and edit it to your hearts content (Just keep it in the same format) and then load it back in to your OAS instrument (Assuming it has the OAA) by changing it back to .sty.