Catalina's security settings is causing the problem. Unfortunately, if you deny access at any time that setting is retained by the operating system until you manually change it in System Preferences (you will not be prompted to change it).

To give SPP access to Removable Volumes, go to System Preferences -> Security & Privacy -> Files and Folders.  Once there, give SPP the proper access.

These steps are outlined at the following url:
https://nektony.com/duplicate-finder-free/folders-permission