you are using this button, right?
and/or following this: > Load TMX: import a .tmx tilemap as used by Tiled. All the tiles in the object are replaced with tile data from the TMX file. In Construct a Tilemap object represents a single layer of tiles, so if the TMX file has multiple layers you will be asked which layer to import. To import all layers, create a different tilemap object for each layer and import them separately. The tileset image can also be replaced by choosing a new image file. Note you can also drag-and-drop individual .tmx files, image files, and .zip files of both, in to the Tilemap Bar. This opens the load TMX dialog with all relevant fields already filled in, so you only need to press OK.
I haven't tested it recently though and I also don't have a tmx file to test rn.