Renaming the files inside Synfig didn’t seem to work so I renamed the original files and re-imported and that worked!! YAY! Here is my interpretation of what to do. Maybe, with your corrections, it can help others.
Importing Image Sequences for Looping
Be sure that your images are numbered from beginning to end, beginning with X01.png etc.
Import images into Synfig using File > Import Sequence. Highlight all the files you want imported. They will load inside a folder.
Rename this folder to the topic, e.g.: X01.png > Dance.
Create a Time Loop Layer: Layer > New Layer > Time > Time Loop.
Group the Time Loop Layer and image folder in the Layers window (Ctrl + click the two items > click the green folder at the bottom) > rename the green folder to the topic. Be sure the Time Loop layer is above the file folder.
Set Time Loop parameters (Synfig 1.4):
z Depth: 0.0
Link Time: 0.0
Local Time: 500f (the point at which you want the animation to begin)
Duration: 15f (the number of images inside your image folder)
Only for Positive Duration: Rt-Click > select Allow Animation
Symmetrical: Rt-Click > select Allow Animation
Set the container folder to Opacity: 0.0 until you want the animation to appear, at which time change opacity to 1.0.
Why do you want to animate these parameters? Will you change their values along time?
Well, I think you didn’t get yet how “Import sequence” exactly works (actually, de Switch group layer) , but you did it fine on the end
The “import sequence” action creates a Switch Group Layer whose contents are all the selected/imported images (in your step 2), each one as a Import/Bitmap layer .
Unlike Group layer , the Switch Group Layer only renders one of its child layers (i.e., one of its contents) at a time. What child layer is shown in a given time is defined by the layer name set in Active Layer Name parameter or (if this parameter value is an empty text) by the index number set in parameter “Active Layer Depth”.
So, when you “Import sequence”, besides creating this Switch Group layer and its children, it already auto-animates the values of Active Layer Name parameter of the Switch layer
, but you did it fine on the end 
.
, the 
