When you import Apple's Live Photo from an iPhone 6s and newer device into Lightroom installed on your Mac, Lightroom doesn't import the image file (JPEG) associated with the Live Photo; it only imports the associated movie file (.mov).
Lightroom CC 2015.8/Lightroom 6.8 and earlier
Update to the latest version of Lightroom
This issue was resolved in the Lightroom CC 2015.9/Lightroom 6.9 release.
To get the latest features and bug fixes, keep your Lightroom updated to the latest version. Refer to the article Keep Lightroom up to date.