These are screenshots of my workspace.
I have a BG layer and a single TEXT layer, which is selected.
I have the STYLES window panel displayed.
I click on the "Double Green Slime" style and it applies the style to the text layer.
It contains 3 effects
1. Bevel & Emboss
2. Stroke
3. Gradient Overlay
So far so good!
[ATTACH=full]115515[/ATTACH]
In previous versions (with the text layer selected) I held SHIFT and clicked on another style (in this case "Stamped Aluminium" (4 to the right).
It would then combine the new effects with the existing effects. It would then overwrite the old effects with the new effects if they existed.
In this example, the overwritten effects would be "Bevel & Emboss" and "Stroke" and it would ADD the "Pattern Overlay" and Drop Shadow", making a total of 5 effects for that layer.
All that happens now in CC2020 when I hold SHIFT and click on a different style, it just highlights the selected row of styles as in a normal selection process outside of Photoshop.
[ATTACH=full]115516[/ATTACH]
I'm not sure why Adobe would have removed this feature. It seems that every time they update the program with a new "must have thing", it affects the functionality of something already in place.
I'm not confident there's a fix for this but help will be appreciated.