I know that this is a pretty old topic, but I was looking for a solution to this problem and I just found it, so I thought I'd share in case anyone else stumbled upon this issue like I did.

I'm sure there's a way to get TinyMCE to actually reference the stylesheets that are attached to your template, but I didn't feel like thinking that hard about the issue, so I just added the styles that I needed to Tiny's content.css file. Depending on which skin/template you're using, you might find this in a different location, but mine was in:

admin(renamed)/editors/tiny_mce/themes/advanced/skins/default/content.css

I just tacked my classes on to the bottom of that stylesheet, and they showed up in my styles dropdown :) Hope that helps!