LR/Enfuse cannot handle collection based stacks, go to the Folder where the images are and execute Enfuse from the actual folder not Collection.
Make sure I am doing this right. The photos are still on the memory card so I imported directly from the memory card, selected all 5 different exposures of the same photo, and got the same error message. Did I do something wrong?
You are selecting the images from the Previous Import collection, go to the folder where the images are contained, e.g. probably in Associate Laptop in your case because all the other entries in Folders have ? which means they aren't there.
After going to the folder (you can also right-click on one image and select 'Go to Folder in Library' if you don't know where it is) then select the images again and LR/Enfuse will process them BUT not from the 'Previous Import' collection.