In a non-UNIX non-standard and very awkward way:
gio mount -l | grep mtp
If you disconnect a device without gio unmounting it first, it might think it is still connected, just like the networkfolder-icons to remote computers which stay around until "disconnected".
On my computer it lists it correctly but the whole gio/gnome way of doing this is procedural errorprone.
Make sure that the walkman itself is at least able to be mounted as a filesystem.
Know that SONY™ loves DRM (Digital-Restrictions-Management) and because of this they often implemented music-transfer protocols in a non-documented proprietary closed format, only to be used with their proprietary DRM infested malware (just like Apple's horrible iTunes.)
I don't know if your walkman also had the DRM treat but this is quite common.
Correct, gio is 100% non-transparent
The mounted device will be available in a directory that begins with mtp:host= and is located under /run/user/$UID/gvfs/