it's quite possible that you would think LR has failed to import files if you start with a filtered view or from a smart collection. For instance, if LR is only showing raw files, you wouldn't see a new TIF.
Ensure you are in a folder and there is no filter in operation, then send to Nik SFX etc. Depending on your computer speed, you should see that LR is generating a TIF file and adding it to the catalogue - so the new file should be generated and catalogued before LR invokes Nik. Once the file is open in Nik, tab back to LR and again see that file.