You need to be careful differentiating between volumes and qtrees and luns. The security style is set on the volume/qtree. You create a lun at that level as well. The luns are presented to the windows box, and are formatted with NTFS - the volume/qtree is NOT formatted with NTFS.
The security style of the volume/qtree won't affect the luns that live there; it only manages file permissions via NFS and CIFS. The lun file permissions are managed by the filesystem on that lun and the host it is presented to.
Changing security style never affects data; it will affect volume/qtree level file ACLs, which may make data inaccessible (via CIFS/NFS), but data itself is unaffected. In your case, if all that you have under these volumes are luns, then changing the security style won't have any effect.
Hope this helps...