Sharke -
I have Reaktor 5 - version 5.8.0.
Your problem appears to be a quirk in Beatslicer 2 -
I could get Beat Slicer 2 to load audio files in SONAR X2a by doing the following:
1) In the (Reaktor) browser, click on "Disks" to browse the file system
2) Navigate to a drive/directory file with an audio loop
3) Drag the file from the browser to the beatslicer loop window
4) At this point, if you right-click where you were trying previously, you should see a context windows come up with a right-click - Choose File, then navigate to the loop you want to open in BeatSlicer.
It seems to work here - although I don't think the initial drag attempt does anything except it seems to trigger something in Beatslicer that sets up the right-click option.
It's probably not the way it is intended to work, and there may be something else that enables this in the first place (rather than the drag) - I was just playing around to see if I could get it to load a loop by drag and drop and happened to see the right click menu option from then on.
Hope this helps