It is due to the protection of iTunes audios. So here you need to make iTunes audios as plain audios, then you can use them on your Gopro device. To do that, you could check this tool - DRmare iTunes DRM Audio Converter for Mac. It will help you convert iTunes music with ease.
All music from iTunes or Apple Music is protected by Digital Rights Management so you cannot directly import music into GoPro Studio. If you want to add your music downloaded from iTunes, you need to remove DRM from iTunes and convert iTunes audios to MP3 or a playable format first. To do that, just use Tunelf Audio Converter then you can use iTunes audios in GoPro Studio.