Issue with importing files

Try this.

Sub choose_NEWfiles_for_comparison()

Application.ScreenUpdating = False
      
    Dim FilesToOpen
    Dim sDelimiter As String
    Dim FirstRow As Long

    sDelimiter = " "
    
    FilesToOpen = Application.GetOpenFilename _
      (FileFilter:="Text Files (*.dat), *.dat", _
      Title:="Choose NEW File")

    If TypeName(FilesToOpen) = "Boolean" Then
        MsgBox "No Files were selected"
        Exit Sub
    End If
    
    sName = Mid(FilesToOpen, InStrRev(FilesToOpen, "\") + 1)
        
    FirstRow = ActiveSheet.Range("A" & Rows.Count).End(xlUp).Row
  
        With ActiveSheet.QueryTables.Add(Connection:= _
            "TEXT;" & FilesToOpen, Destination:=ActiveSheet.Cells(FirstRow, "A"))
            .Name = Left(sName, Len(sName) - 4)
            .FieldNames = True
            .RowNumbers = False
            .FillAdjacentFormulas = False
            .PreserveFormatting = True
            .RefreshOnFileOpen = False
            .RefreshStyle = xlInsertDeleteCells
            .SavePassword = False
            .SaveData = True
            .AdjustColumnWidth = True
            .RefreshPeriod = 0
            .TextFilePromptOnRefresh = False
            .TextFilePlatform = xlWindows
            .TextFileStartRow = 10
            .TextFileParseType = xlDelimited
            .TextFileTextQualifier = xlTextQualifierNone
            .TextFileConsecutiveDelimiter = True
            .TextFileTabDelimiter = True
            .TextFileSemicolonDelimiter = False
            .TextFileCommaDelimiter = False
            .TextFileSpaceDelimiter = True
            .TextFileOtherDelimiter = " "
            .TextFileColumnDataTypes = Array(1, 1, 1, 1, 1, 1, 1, _
               1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, _
               1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, _
               1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1)
            .TextFileTrailingMinusNumbers = True
            .Refresh BackgroundQuery:=False
            
        End With

End Sub