You need to have an empty "MUSIC" folder on your USB device.
If your /MUSIC folder contains anything, the Sampler app will not copy the tunes to USB.
So dumb how this is implemented and the piss poor error message.
Heh, funny story, we actually generated that music download app for Tetris Effect (and Rez and Lumines before that). It uses a built in SDK feature that essentially is like compiling a small game. It's kind of a necessary evil to use that app because for preorders there aren't any other alternatives :) It's definitely not super intuitive and the error codes aren't exactly helpful.
But the music in the sampler is definitely worth it, IMO, and the highest quality it supports.