We are unable to understand where you found those options that your screenshot shows. Please use this option https://prnt.sc/s2lz8t if you want to import the demo data manually.
Moreover, if you are importing the demo data locally then it will take time. So, wait until all of the demo data are imported completely. It can take time on your server too based on the server speed and network connection.
However, please make sure again your hosting server PHP version is minimum 7.1 or newer and you have followed all of the installation steps properly before import the demo data. Otherwise, the demo data will not import.
Best Regards,
ThemeLooks Support Team