The files are not being changed when you move them. The song tracks on a CD+G karaoke disc are just standard audio tracks except that they contain graphic information (the lyrics) in the normally unused subchannel portion of the track.
The problem is that your machine does not support the playing of these song tracks in their present format. Most karaoke machines (check to see if yours is one of these) require that the SD card contain MP3+G karaoke song tracks. To create these you will need to rip the song tracks from the CD+G discs to the MP3+G format with software like Power CD+G Burner.