Thats strange. If I remember correctly there was some feature in the download manager to extract and save the file to the USB rather that copying the raw file to the USB. Did you you do something like that ?
One other thing I read is that the file is only valid for the car that was selected when you logged in with your BMW ID to get the map, but you probably already did that
The format of the USB should be NTFS eller ExFat (for Windows) or FAT32 (for MAC) I was told. Could be a source of error if different.