I was able to connect using USB cable and it simply showed up as a new drive. In the past when I've had issues with that error (wants to format the drive), it's usually been a cable or USB port issue. Swapping cables and/or changing USB port usually does the trick. If using USB type A, make sure it's in a USB3.0 port (blue inside). If USB-C is an option at both ends, it'll be best.
FWIW, I find that 2.4Ghz Wifi copies files at about 2-5Mbps.. 5.8Ghz at 5-9Mbps and USB cable into a USB3.0 port.. 20-27Mbps, so the direct connect is worth if you can make it work.
And a random comment about connecting via Wifi. The tutorial shows looking up the IP and typing it into windows explorer. Don't even need to do that. If it's on the same network in station mode, try just typing \\seestar