The music on a CD is stored as a .cda file.
When you copy (or rip) your disc, it's converting the cda files on the CD to .wav or .mp3 files which are the more common music files that computers use.
If it's an audio CD you're writing, then the audio file has to be converted to an uncompressed 16 bit, 44.1kHz. MP3s, WMA etc. are compressed formats that a normal CD player will not recognise.