In my case the problem was caused by bad permissions on folders in C:\Users...\AppData\Local\Packages\Microsoft.ZuneMusic_8wekyb3d8bbwe
Advanced properties for the folder showed the owner was unknown, I was also unable to take ownership of the folders.
I uninstalled Groove via the instructions at http://www.thewindowsclub.com/uninstall-groove-music-windows-10 then reinstalled and all my music appeared.