The USB is likely formatted to a file system version that windows doesn’t read. Try formatting the USB to FAT32 and copying over the data again.
Be advised the FAT32 doesn’t support files bigger than 4GB. If your video file is larger than that it won’t transfer.
Maybe, if the Dish DVR did the formatting itself, but I think that is unlikely... but I don't know.
I suspect it's not actually the format of the flash drive (filesystem), but the format of the video files themselves, that is the problem.