Shift-click open as smart object not working

I am trying to open raw files from camera raw as smart object layers and when I "shift-click" to open them as smart objects, nothing happens. The "open image" option does not show "open as smart object" and when I do perform a shift-click, it opens the file but it is not a smart object. Do I need to convert the NEF files to another type or am I missing something else. I am working from Bridge to Photoshop trying to blend multiple exposures in photoshop and I need them to be smart objects so I can click each layer and edit in camera raw. I can change my default settings to always open as a smart object and that will allow me to open them correctly but I don't always want to do this and don't understand why the shift-click is not working. Thanks  Also, running the latest photoshop cc updates/camera raw and working with nikon raw files and using a Mac