Well, I suppose we're all thinking that an astronaut should be more than capable of understanding a 'no SD' message. On the other hand, a spacewalk is a very high-pressure environment and they're being bombarded with so many pieces of information and instructions that they simply don't have the spare brain capacity to handle extra weirdness like this. Also, I guess they're probably prioritising staying alive over playing with a new gadget.
Perhaps more interesting is that they actually expected a gopro to work in space?