The dx material has the super unhelpful "All direct X image formats" filter as the default. Although direct x only really load dds textures and max quite happily lets you put any old texture in there if you type it.
We recently moved to using tifs, so we could share our data across all our studios. But the dx material won't let us directly pick tifs, so our artists have to type *.tif everytime to see the list, or change the drop down to *.*. The filter should change to the regular "All formats" list so we can add any texture we like.