When I imported the .wav file Unity automatically compressed it into Vorbis. Likewise, when Rick imported his audio source Unity compressed it into the same Ogg Vorbis lossless format. I am led to believe it doesn’t matter what format you save your audio in (edit: as long as Unity supports it), Unity is just going to convert it to Ogg Vorbis.
Rick’s import:
My import:
If I am mistaken please, by all means, correct me, but that is what I get from reading the UI.