Media Encoder CC won't import a JPEG sequence to the queue

I am running Media Encoder CC 7.2.2.29 (64-bit) on OSX 10.9.4.

I have a JPEG sequence GoPro timelapse image sequence that I want to encode into a video clip. All files have a .jpg extension. They are 4000x3000 and have an RGB color space. The Color profile is SRGB IEC61966-21. All images are 3.9MB.

According to the ME help I should do the following.

• To add an image sequence, choose File > Add Source. In the Open dialog box, choose the first file of the image sequence. Enable the  Sequence Import checkbox for your file type, and then click the Open button.

I follow the instructions and select the first image in the sequence. The "JPEG File Sequence" checkbox is active and I check it and click the Open button. The dialog disappears and nothing happens. There are no warnings.

How does one get JPEG sequences to import to the queue?

Please advise.

-Travis