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For whatever reason, WD Passport drives have always been questionable when used with Pioneer DJ products. I'm not sure if there's something about the power draw causing the issue, or if it's a chipset conflict, but that model (in all its variations) has been problematic over the years.
Either ensure the drive is formatted properly (as @George notes, below), or try using a Y-cable to provide additional power to the drive from a wall-adapter.