Works fine at my two Macs. My music files are in <myprofile>/Music on my Macbook Air. I export the library (the database, not an export as syncing playlists to usb) to <myprofile>/Rekordbox. On my Macbook Pro I have exactly the same folder structure. I copy both subdirectories to the other computer and re-import the libary. Works fine, but is a lot of work. Therefore I'm using Dropbox, so the music files are automatically in sync. Still I need to export/import the library. But I thought you could move the master database to an USB device too. That should be working too, however I've never tried it as I don't trust USB devices for storing everything.
Are the files on both computers in the same folder structure? Else check in the menu, there's an option "find missing files" -> there you can relocate your files to the exact folder structure.