When failure occurs during the import process, click on the Details icon will provide more information about the data and the reason of the failure.
Then click on "Import failed" to get more information about the failure
No data found in the selected region.
In some cases, the downloaded dataset, covering the region might not contain data for the specified project extent (defined when creating the file).
Workaround: Try to select a different resolution. There might be some data covering your project extent.