You might not have WAV checked in the list of Audio file types of MC to import. When you run an import, there is a tree of file types listed. Make sure WAV is checked.
What file extension do your WAV files have? .WAV?
I wonder if your WAV files simply have NO TAGS! That's very common with WAV files. MC would import your files, and then not be able to display them as albums because they have no Album, Artist, or track name tags. If you search for their file names, MC would display them that way. Maybe try using the Audio > Files view and do a search for a WAV file that you know should be there if it got imported.
If this is the issue, it's simply a matter of getting tags associated with those files. The Fill Properties From Filename tool is probably the best place to start if that's the case.
Brian.