This is because the data of the list are not recognized as recipients. When creating a list directly from a file, there is no reconciliation happening by default so the system does not know what the data are corresponding to.
To avoid that you can use 2 methods:
Use a workflow with the following activities:
Data loading (file), where you specify the file used to import your list in the first place
Enrichment, where you only configure the "Reconciliation" tab by specifying that inbound data are recipients and defining the reconciliation key (for example email column of the file = Email field of the nms:recipients schema)
Update list, where you simply select your previously created list or create a new one.
Once you execute the workflow, your list will be updated with data recognized as recipients. You will be then able to find your list in the available targets of the delivery.
Create a delivery and target directly from a file:
In the target definition, select "Defined in an external file". You have different options allowing you to choose whether you want to import recipients in the database or not, depending on your needs.
Define the file format. Simply follow the wizard that lets you upload your file, define the columns to use, etc. Steps are pretty straightforward. At some point you will be able to add the recipients to a list and perform other operations.