Hi,
The Picture Style you have set has two effects when shooting RAW, neither of which actually changes anything in the RAW file permanently.
First, the Picture Style setup determines what you see when reviewing the image on the camera's LCD screen. That's because what you are viewing is actually a smaller, embedded JPEG file. RAW itself cannot be directly displayed. The histogram for any particular image is also read from that embedded JPEG, so it's effected, too.
For this reason, I use Natural or Standard and go into it to turn down contrast as far as it will go and dial up sharpening a little on all my cameras. That gives me a reasonably good histogram, and an image that's good enough to enlarge and judge focus accuracy to some degree. However, I never fully rely upon what I see on the back of the camera to evaluate an image. It's just not accurate enough. I'll usually wait to see the image on a computer monitor to judge it. In other words, I only delete obviously bad images (really bad focus, poor composition, accidental shot of my toes) directly from the camera.
Second, if you process the RAW files through Canon's own software and use the automated modes, the software will use the "tags" or specifications recorded with the file per the Picture Style settings. Third party softwares used for processing (Photoshop/Lightroom/Adobe Camera RAW, etc.) do not use that processing information, so there is no concern. And, with Canon's DPP you can easily reverse the process or simply not use an automated setting that uses the info to process the file. Or you can re-process the image differently.
The RAW file data isn't actually changed permanently in any way by the tags on it.