As my basic understanding goes, it's because the changer is simply
unable to read the mp3 CDs. Think about it like this: If you have a
house stereo (not able to play mp3s) and a portable CD player (mp3
capable), you can play mp3's through the stereo by plugging the
portable into the house system because the portable is doing the
reading of the actual disc. If you try and do it the other way around,
the house stereo is simply going to say that the disc is unreadable. I
have NO CLUE why I just used a house stereo analogy in a car audio
forum, but it seems to make sense...

Mister.Lull