Textures are not imported as sprites by default.
Multiple sprites can be generated from a single texture atlas, and sprites allow for slicing and collision settings that normal textures do not have.
In the Texture Importer change the texture type to Sprite (2D and UI), this will tell Unity to generate a sprite.
Individual sprites are now created as sub-assets (expand the foldout now present on the asset).
If you're importing a number of textures with similar settings you can use a Preset and apply it to a multiple assets, to folders, or to the entire project.
Unity, huh, how?