Question about Data Sources in Pro

[PROBERT68]

So when I move all the data, mxd, projects, folders from PC to VDI . 

When I imported the mxd to Pro and then started to review to ensure the layers do not miss...

Problem is when I use the Data Source and for some reason when I select that layer to change to a new  destination and then browse it to that workspace. It is showing Open  ??

I did not see any layers when I open it  nothing to see any layers.

What is the reason for that or is something do I need to add ??

BTW, working in VDi.