I did a test by removing the .SMI file and found that XDCAM Transfer didn't care; the clip played as normal. This would suggest that the missing .SMI file is not the only problem. Was the card removed before the light had gone green, perhaps?
You could try copying the .MP4 file into a folder and adding that folder to XDCAM Transfer. If that doesn't work, then the .MP4 file itself must be broken.
In case you haven't tried already, it might be worth putting the card back in the camera and seeing if you can play it.