Can you open the same file in another application, like Photoshop? If so, can you save the file with a new filename and import that into AE?
Yes; in fact, I opened that file in Photoshop to rotate it 180 deg before trying to import it into AE.
Is that the case for all of the problematic files? If so, are you certain that you saved it as the appropriate filetype for the file suffix (for example, you didn't save a .tif as a .jpg)?
Q: Can I open a problematic file, save it as a different name, and open it in AE?
A: Yes, for the one file I tried so far. I don't understand it but this is a workable workaround.
Q: Did I save the files with the wrong extension?
A: No, and Windows Photo Editor will open the .jpgs that AE will not import.
Is there any chance you have the sequence option ticked in teh import dialog?
By golly yes, and I had never noticed it. Unchecking that option enables me to import the problem images.