Official comment
Hi Mone,
The XDJ-R1 requires a different rekordbox export than our other products. In order to prepare your USB device for the R1, within rekordbox, go to the Preferences > Devices > Device tab, and select XDJ-R1 from the drop-down list:

Export your tracks to that device and you'll be good to use the R1.
I recommend having a different export USB drive for the R1 and CDJ / XDJs.