Mp3tag can combine duplicate fields and use a defined separator between the values. It has a feature called "merge duplicate fields" under its "actions". These are scripts that can be run on all files that are present inside Mp3tag.
After the file tags are changed you can do "Update Library (from tags)" for updating the database. Naturally you must have created a custom library field with the name Style first.
EDIT
If you want to keep the duplicate tags in the files you could do the following:
Do the tagging in smaller batches. Something like ten albums at a time would be a good amount. Inside MC create another custom field, for example "Styles".
- Select the files inside Mp3tag.
- right-click > Tag Copy
- run the action for merging the Style tags
- select the same files inside MC and run "Update Library (from tags)"
- run "Move/Copy Fields": move Style to Styles
- inside Mp3tag do right-click > Tag Paste
- process the next batch.
You will need to remove the Style field from MC's library before you do any further tag changes with MC. Otherwise MC would clear the value of the first Style tag. Actually this is not necessary if you do "Update Library (from tags)" once again after all files are processed. MC will continue to use only the first of the three Style tags.
As a last step you may want to run "Update tags (from library)" in MC for saving the new Styles tag (Mp3tag replaced all file tags on "Tag Paste").
EDIT 2
Disable the Auto-Importer before proceeding.