I guess this can be debated, but in my opinion is to go back and see what you are hoping to accomplish. If you are planning on changing your style, it would be very clean when defined in an external CSS file. Then if you change your style down the road (or allow users to change their style) it would be changed at one place.
Button b = new Button("Sample");
b.setStyleClass("myClass");
JavaFX works great with an MVC approach. Styling would definetly fall into the view. Keep everything in one place. Why not keep it there?
Also, what makes your code look cleaner? Easier to read? How easy will this be to maintain, by you or someone else down the road?
