Thanks to a blog reader it has come to my attention that the data import wizard seems to be broken if used from Google Chrome. The "Choose File" button does not product a dialog. It currently isn't doing anything.
I have tested this in versions 25.0.1364.172 m and version 26.0.1410.43 m
For now, if you want to use the Data Import wizard, use IE or FireFox.
This has been reported to Microsoft.
-Have a great day!