Hi! I think you may have better luck with a tool called I-CHR, which can take a PNG sequence and interpret them as NES resources. It even bakes an NES ROM if successful!
https://kasumi.itch.io/ichr
NEXXT is primarily a studio for creating NES graphics in it, and its import features are mainly for moving static images between other softwares and it.
So, while possible, it's quite manual, repetetive and inconvenient when I-CHR can solve this task in a single action.