Pro Tools does not support video clips in the Regions Bin. If you drag and drop a sequence which contains a video track from Media Manager onto the Regions Bin, the audio files will be added to Regions Bin, but the video files will not, You will get the "where is"dialog for video files if some video files can't be found, even though the video files won't be used. In order to properly import an OMF sequence with audio and video from Media Manager, you should drop the sequence on the timeline instead of the Regions Bin.