Saved style sheets are ignored only upon launching workbench. You can set the style sheet in options and the style will apply, but this has to be done every time you launch workbench. I've included a style sheet as an attachment for reference.
Reproduction steps
Launch workbench
Apply a style sheet through the toolbar: Workbench > Options > General > Style Sheet
Close workbench
Launch workbench
Exact build version (optional)
1.30.164200.56
Where did it happen?
Local / Offline
Is it modded?
No
Expected result
Workbench should load the style sheet set in options when launching.