My opinion is that a class should have a method to get each member that it can set. It makes everything a lot easier.
I understand your point of view.
Maybe a simple solution would be if the sf::Style would be added to the sf::WindowSettings member of the sf::Window. What do you think?
No, WindowSettings are all the settings that are related to the OpenGL context (it's called ContextSettings in SFML 2).
If I add it, it will be a Window::GetStyle() function.