you have to be in "Export" mode to export to USB, right now you are in performance mode, in the top left drop down and choose export. if you are only using Rekordbox to manage your library, cues, tags and so on to then export to USB then its free and you do not need to be in performance mode but if you are using cloud services like Beatport and so on then you can only be in performance mode so it's kind of like 1 or the other.
I am not sure if you can go into performance, grab tracks from Beatport in the service and then go to export and export them to play