Is there a way to load the style at design time (in visual studio)?
No, there's no way to load an ApplicationStyle at Design-time. You can create your style using AppStylist or you can style you live application using the AppStylistRunTime component.
Well, to be honest it is quite handy and I do not know why you don't include the functionality. But still, it is quite simple, here is a control that can load a style at design time. It will also load it at runtime, so you don't have to bother putting something to load it in your app main. This is edited for brevity.