When I right-click on a model, it pops up with a menu. The menu usually has a “convert to .blend” and below that a “convert to j3o”. When I try to click the j3o button, it instead fires the blend button.
Not the appropriate answer ,but double clicking on the model would convert to j3o as a default procedure.
Double-clicking does the same thing. It tries to convert to .blend on some models.
Try the green import button above.