WAV files have limited metadata storage capabilities. In other words, WAV files may or may not contain the name of the Album, Artist, Song, etc. There's no official standard for storing this stuff in a WAV file.
So, MC may have imported your WAV files, but does not know the Album name to show them under. To see if this is the case, go to Audio > Files and drill down in the Location field through your disks and folders until you find where these WAV files are. Now look at the files that are displayed. Do you see your missing files? If so, they probably show no information for Album. If not, something else is probably going on.
Good luck.
Brian.