Hi, my sony changer control audio master wx-c580r doesn't want to play CDRs, any reason why?

On the player there must be the loge CD-R compatible. If not, it wont play CD-r disks.
Normal CD's have a metallic reflector layer, giving a high contrast. CD-r disks have a dye, that will be changed in colour by a laser, giving a lesser contrast. When the laser and detectors in the player is not capable of reading the lesser contrast they can't play CD-R disks. Most older players can't. Sony is one of the manufacturers who deliberately kept there players incompatible with CD-r disk the longest.