If your MPC is slaving to an external sync master device, during the time it takes to achieve sync (usually about a beat), it has already passed the time when the loop starts. The loop is started by a MIDI note and if that note has been passed already, it will not play.

The solution is to simply add a blank measure to the sequence. Go to the main screen, edit bars, edit insert, after bar 0, number of bars 1, and that should solve the problem.