It could simply be that the drive's management chipset is not compatible with the USB manager in the XDJ.
Standard disclaimer: Pioneer DJ does not guarantee 100% compatibility with any USB drive. Functionality of one drive does not guarantee functionality of another identical make / model drive. Manufacturers are known to change the memory controller chip per availability or cost, and as a result, there is always a chance that a drive may not be compatible with the player host chipset. Recommendations or the results of another user may not be the same for you and your drive.