You have to import it to the right spot. A1 - A5 follow a different format than usual, and you have to have the tileset in the exact format for those. What you have there is a tileset meant for spots B - E, so import in there.
You may wish to look at the built in A1 - A5 tilesets to see what they look like. That will give you an idea of when a tileset is in that format. However, usually makers will note those by saying the tileset are autotiles and/or put at the end of the name of the tileset A1 or A2 so you know where to import it.