I just came across this error myself and did some searching online to see what I could find. As far as I can tell, this issue might come up a number of ways, but since I didn’t see the particular solution I needed here, I thought I’d post it for anyone who might run into the same issue as I did and it’s actually a really simple solution.
Unity won’t detect the Steam version of Blender. I had that version installed long prior to this section of the course, so you will have to get the actual version from the Blender site and install it.
Once I did that, clicking on the asset file opened it in Blender like expected. The asset still appeared to have a blank icon and couldn’t be dragged into the scene or hierarchy, so I right clicked it and hit re-import and everything appears to be working as it should.
Hope this helps someone!