its defintly not a problem with the files infact its completly normal , even if youll insert an original audio cd youll see 44 bytes .cda files its a part of the audiocd standard , .cda files refer to the audio data but they dont actually contain it, some more info here
http://www.coolutils.com/Formats/CDA , if you wanna copy audio tracks to the hard drive it cannot be done with a file manager , only with a cd ripping software like exact audio copy , your car cd player doesnt play it cuz its picky just try other media