How can I let `UFactory` Custom Format Handle File Extension with a Dot Inside

Hi, sorry for the lengthy title

I’m writing a simple Nifti file importer like this:

// … Headers etc. 


UCLASS()
class THEPROJECT_API UNiftiDataAssetFactory : public UFactory
{
    GENERATED_BODY()

public:
    UNiftiDataAssetFactory ()
    {
       SupportedClass = UNiftiDataAsset::StaticClass();
       Formats.Add(TEXT("gz;ASM NIfTI Medical Image")); // here, I want to use nii.gz
       bEditorImport = true;
       bText = false;
    }

// … Rest of The Code
};

Before, I use .nii.gz, and the file explorer can correctly filter the files I need, but failed to import. The error message looks like this:

LogAssetTools: Warning: Failed to import 'C:/SOME_PATH/ct.nii.gz'. Unknown extension 'gz'.

Then I switched to .gz temporarily and it worked. Now I have sometime to revisit this issue and I want to know how are you going handle this situation, just use .gz or there exists other solutions? Thank you.