What version of Lightroom are you using? see the link below for support and version required.
P.S This is a brand new camera model and support is not yet available.
The three Leica M9 DNGs on this page work fine in LR 5.6, and have been supported for many years, already:
Are you asking why LR won’t import from the M9 as a USB-attached device, or what is your question, exactly?