Ah, I see. It’s likely because the name of the mesh is too long and won’t fit the .mesh portion into the name. By what it looks like, it just seems like it’s a naming problem in the file because the name is too long to put in.
When you downloaded the meshes, did it come like that? It’s possibly you can rename the file to be shorter, but I’m unsure if you can, though it doesn’t hurt to try. Keep the original name of the file just in case and try renaming it to make it a bit shorter so you can fit the .mesh into the name.