No issues here. Yes, I use *.r16 files. When I select the first tile, UE5 will correctly detect the others and calculate the overall dimensions. Are your tiles already in a UE compatible size (like 4033x4033 instead of 4096x4096)?
If you like to try my files I’ve put a zip file (about 200MB) with 16 tiles (4x4 of size 4033 each) here and see if it works for you as well.