To perform BULK INSERT or OPENROWSET(BULK) You need to have the server permission ADMINISTER BULK OPERATIONS or be a member of the fixed server role bulkadmin.
Normally, there would not be any members in db_owner in master outside those who are members of sysadmin. But in any case, permissions or role membership on database level, does not give you server-level permissions, and that is what is needed here.