Its because you "-deselected all "skips"" so it imported every single file.You will have thousands that wont work at all, thousands that are not even games, as well as all the bios files, that is why you find no media for them. Leave all the boxes checked, just choose import clones as additional apps, and the region you prefer, leave everything else at there defaults, that will stop non games and non working games being imported.
This is what i do, if you want playlist feel free to select those, i dont want them personally.