I have all these MIDI loops you get from here and there and the first time I tried to preview one in Pro Tools (12.8) I had the same issue. I found this work around; it's kinda clumsy buy it works. Go to this website:
https://onlinesequencer.net/
It's a bit cryptic but if you click on "Import Midi" you get a dialog to select a file. Use that to get your file imported. Click "Continue". Select the instrument type from the dropdown on the left. (There are 2 & I haven't needed 2 so I select "None, don't use this track". Then click on "Preview/Import".
I haven't bothered with anything else there yet because like yourself; I just want to get the file into Pro Tools so the next step is to click the "Save" button at the right. The last option on that dropdown is "Export". Click on that and get the dialog to point to your desired location and it will put a file there.
You can then drag that file into PT and place it on your instrument track and it will load & play just fine. (Of course you must insert an instrument plugin...) Hope this helps.