Same happens for me too. I feel like I am going around in circles here.
EDIT: do what the guy above said it works!!!!
Not sure if this was solved already, but I came across a solution.
I had the very same problem. In my case was it the Auto-Login feature of my account that prevented me from moving my Profile from my HDD to my USB.
If you have the Auto-Login feature for your account enabled do you need to disable it.
Profile -> Sign-in preferences -> Profile Auto Sign-In off
Once you changed it restart/reboot xbox and transfer your Profile.
I hope this can help you guys...