Normally when this sort of thing happens it is because the WAV or MP3 files are corrupted or damaged. Otherwise, MC would import them, if the Auto Import settings were correct.
But if all the WAV and MP3 files aren't being imported, that seems less likely. Unless they are all from the same source, or have some common event in their past, like a failing hard drive.
Try setting "Options > General > Importing & Tagging > Automatically import files when played" on, and then play a couple of files. Are they then imported?
PS: I'm a Windows user, so I might trip over Mac issues. But what we have talked about so far should be the same across all platforms.
PPS: Just to be sure we are on the same page, the image below shows the configuration of Auto Import, and where the detailed file types that are to be imported are selected. MPEG (MP3) and WAV are down the list a little. I think you have that all correct, but a picture is worth a thousand words, so here is a picture.