You have to click the first image in the sequence before you click the button.
BTW, I found out the hard way that when GoPro creates more than one folder of stills, all images in all new folders have the exact same number sequence as the first folder did 🙁
My workaround (I was under pressure to get it done and out the door) was to treat each folder as a separate image sequence.
If I had more time, I would’ve used IrfanView to renumber all the images properly.