Excel data source: "Choose worksheet from list" dosn't seem to work?

When I create a datasource from an excel file I can choose between "the first visible worksheet" or "choose worksheet from list". But when I choose the option "choose worksheet from list" I consequently get the message "worksheets not found". 

So far I have just moved the worksheet I need, to be the first worksheet in my excel file. But it would be nice just to be able to select a worksheet from a list of all the sheets in the file.

Does anyone know why this is not possible in my case?