It affects the JPEG preview on the back of the camera, the histogram, and the preview in DPP(where it can be changed) but not the RAW file itself.
Thank you. Guess that makes sense.
So leaving the picture style on auto or changing it will basically only affect jpegs. If you choose a different style and shoot RAW when it opens in LR there will be no attributes in the picture style applied to the image...do I have that right now?