The Rekordbox app is "sandboxed", which means it can only use audio files that are stored inside it's sandbox (=its own private part of the iPad's internal memory). Even using tracks sync'd by the Music.app to an iOS device needs to be imported into that sandbox.
see also this ama live stream:
39:54 𝗶𝗢𝗦 𝗮𝗽𝗽𝘀 𝗮𝗿𝗲 𝗦𝗮𝗻𝗱𝗯𝗼𝘅𝗲𝗱, you need to understand this