The simple answer is that the original format of your clips isn't supported by PD. As you've discovered, using a 3rd party app to convert existing clips and changing the recording settings for new clips are the solutions.
If you'd like ask CL to support the original clip format, you can request that from File > Rate Us & Provide Suggestions. It would help to include a link to a sample clip on Google Drive or OneDrive so they can test it directly.