If you are using Audacity 2.1.0, you need to add FFmpeg to import MP4/M4A/MOV/ALAC. “Nothing happening” is exactly what happens in 2.1.0 if you import a short file in one of those Apple formats without FFmpeg installed.
Or update to Audacity 2.1.2 from Audacity ® | Download for Mac OS which does not have that problem.
Gale