Audacity with Bandlab

Hello,
I am mastering my tracks on Bandlab; then, once I download the master file and try to open it with Audacity, I get the message “unable to find // FILENAME INSERTED// it has been removed from recent files list”

Does anybody have a suggestion about how to fix up this issue?
Thanks

Steve

“File menu > Import > Audio”
Then navigate to where you saved the mastered file and select it.