Rekordbox writes a lot of files per track, not just the track like Finder does. If you have a slow USB "write" speed, you will be screwed. Rekordbox creates a lot of folders and wave info per track, Finder is only copying 1 track.
definitely buy a better, faster USB stick, I have a USB 3 with roughly 70-100MB/s write speeds, I copy thousands of tracks in under 30 minutes