This is where 80% of users fail. You cannot simply drag and drop a file onto any old microSD card. The MRDLX1 is notoriously picky. For the exclusive protocol to trigger, your SD card must meet specific criteria.
While many "lossless" players exist, the Mr. Dlx1 is notable because its internal hardware (ESS DAC chips) is tuned for high-resolution decoding. The SD card reader supports high-res formats (often up to 24bit/192kHz or DSD depending on firmware), which creates a significant audio quality difference compared to playing MP3s over standard Bluetooth.
For a firmware update:
After flashing:
MRDLX1 SD Card Firmware Update