How do you properly setup Tiled Landscapes?

I think you need to re-read what RyanB posted.

Loading the levels in the Levels panel does nothing more than load the levels to view them in the editor. When you click play, they wont load as you haven’t set a streaming distance for them.

In the levels panel, click the button which opens the world composition panel. First create a layer, then select all the levels, right click, and assign to your new layer.
Your streaming distance will vary depending on how big your tiles are. If they are roughly 1km across, set your streaming distance to 4-5km (500,000) to see the difference.

It makes no difference whether you import the levels with World Machine or not. A level in UE is just a level like any other level. They still need to be told how to stream in.