There really should be a lower limit on your style, or a better visual representation of when it goes into the negatives. I spent my most recent run trying to figure out why my style meter was stuck at 0, until I finished the game and found out it had a value of -11.
The way it makes an explosion sound and instantly sends you back when you get caught is a bit confusing too. I expected the guards to chase me, or at least get something like a notification saying I was caught.