This one drove me nuts when I was first trying to sort it out, it seems to work though, because I appear to have a style in my list now called 'Big Pink Blobby', and it would be too much of a coincidence if the editor had a style called that already.
Also, the main elements (p h1 h2 h3 . . h6 etc) can all be defined (but not removed or added to) in 'Fckconfig.js' (arounf line 203ish) which could go a long way towards allowing someone to match site styles. This is where the infamous 'Red Title' hides out.
The instructions take a bit of concentration to follow the first time, but subsequently it gets easy to add a style this way, and in fact would be easier that doing it that way than through the editor UI (which would create a new .xml and .js file and you'd have to re-add all the previous styles).
I seem to have a lot of time on my hands.