I don't know the answer to that, but would just like to mention that I prefer it that way (most of the time).
As I use DataAssist in various areas of my sites - both in Admin and public-facing pages (results/search/insert) the styles are often different for different areas. If every time I ran the wizard (maybe 6 - 7 times per site) it created a new stylesheet or overwrote the previous ones(s) I would have problems. I also find that different kinds of results sets require individual styling to fomat & suit the kind of data being returned.
If I didn't want the styles/per page, it would be easy in code view to export the styles to a new or existing stylesheet - a couple of clicks.