So i know this problem good.
But i havn't found an utility for my needs, so i made my own.
You can find it here https://sourceforge.net/projects/plsyncronizer/.
It can not only copy files by playlist (pls, m3u, wpl, asx), but olso keep hierarchy, update and syncronize directory by playlist
Author: Dmitry on Saturday, June 07, 2008
very easy to use, very handy, you need this to manage you playlist favorites fisicaly.
Author: buca on Monday, June 12, 2006