It has been reported that iTune playlist folders are not shown properly on rekordbox when used with the latest iTunes 12.2.
rekordbox Ver.3.2.2 resolving the issues associated with iTunes 12.2 is now available. Please update rekordbox to Ver. 3.2.2 and also make the following change, within iTunes:
Go to Preferences -> Advanced, tick the box Share iTunes Library XML with other applications to solve the issues associated with iTunes 12.2.