If you're using File -> Import Playlist, that function does something different than you think. "Import Playlist" is designed to take external playlist files like M3U8, MPL, and other List files and bring them into Media Center. It is NOT designed to import MP3, FLAC, etc and add that to a playlist.
Further, Media Center doesn't need playlists for albums. It automatically organizes music by album, artist, etc. You can find any album just by going to the left navigation bar and choosing Audio -> Albums . Of course for this to work, your music files (MP3s, FLACs, etc) need to have their album, artist, song, etc metadata fields filled out. That's where a lot of the power of JRiver comes from: From having metadata tags filled out.
Brian.