Thanks for the link. It DID point me in the direction of a possible solution
It states that network locations can be added to the library. So, I decided to share my SD card to the network. Currently my machine is not connected to my home network, but that doesn't matter. I can still add my network share (being the SD card) to the library.
Now...put some music on it and check if it works out!
And it does!
Let's hope these files get included in the list as well when choosing for the "Play all music" option!