This is not the proper way to use rekordbox.
First, rekordbox can read your iTunes library so there is no need to drag/drop the songs from iTunes. Second, you should not be dragging directly to your USB drive. You should be putting them into a rekordbox playlist, then exporting that playlist to your drive. Third, old content will remain on your drive until it has been removed. You can do this by reformatting your USB drive as FAT/FAT32 (this will erase ALL data).