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Technically you haven't "migrated" your library...
The RX requires an export library in order to read the contents of the USB drive. Even if that drive is your primary drive for your rekordbox library and you have the database stored on that drive, you still need to export or the RX will not read it.
As @BriChi notes, the ability to read the contents of the USB drive from an iOS device was via remotebox, and that function is only available on the R1 (and won't be available on other units).