All the styles list in Song view, tap for menu, at the bottom - all playback styles within the app.
But if you are looking at the style listings within the Editor, Info, then a style might not list there. This list is a smart list and contains all the styles embedded in each song - in their Info - which shows top left in the song chart. You can add any kind of style name or text description for a particular song in it's song info, but it does not necessarily relate to the style it will play back as (as you can change this in song view).
Perhaps you were looking in Song info at all the styles listing there. Once you imported a song with Bluegrass in it's info, then until that song (and any other songs labelled as such) is changed or deleted, Bluegrass will list in that list (remember this is independent of the actual playback styles the player has).

The new styles arrive in the updates and because bluegrass has been there for a number of years, it would have been there for choosing from the styles in the player menu.