I test Excel for Office Professional Plus 2016, there are no such options when getting data from a folder.
Here is a video: https://youtu.be/rSQwZ1d3b1g , you may import multiple Excel files according to it.
If the answer is helpful, please click "Accept Answer" and kindly upvote it. If you have extra questions about this answer, please click "Comment".
Note: Please follow the steps in our documentation to enable e-mail notifications if you want to receive the related email notification for this thread.