I think it is meant that you must be in the style to benefit from any of the style feats. The wording for style feats says, "You can use a feat that has a style feat as a prerequisite only while in the stance of the associated style." And since the base Style feat does not have a Style feat as a prerequisite, strict reading is that you do not have to be in the style to deal a different damage type.
I though some style feats do give out-of-style benefits.
Taking the crane style feat let's you always reduce the defense penalty, but only gives the +1ac when using the style.. taking the snake style feat gives the +2 SM and piercing unarmed option, but obviously have to be in style for the alternate AC roll..
was there a FAQ or clarification that I've missed?
Owl style is another one that kinda seems like you'd use the style out of combat.
Specifically, these benefits state a benefit for just having the feat, then go on to provide more benefit when in the style. I do think as written, you can choose the damage type with boar and snake without having to be in the style.
Benefit: You can deal bludgeoning damage or slashing damage with your unarmed strikes—changing damage type is a free action. While using this style, once per round when you hit a single foe with two or more unarmed strikes, you can tear flesh. When you do, you deal 2d6 extra points of damage with the attack.
Benefit: You gain a +2 bonus on Sense Motive checks, and you can deal piercing damage with your unarmed strikes. While using the Snake Style feat, when an opponent targets you with a melee or ranged attack, you can spend an immediate action to make a Sense Motive check. You can use the result as your AC or touch AC against that attack. You must be aware of the attack and not flat-footed.
The bold sections are what you get for having the feat, the rest of the benefit states you get it when in the style.
Owl style specifically starts its Benefit with, "Benefit(s): While using this style" so I would say Owl does not provide any out of style benefit.