You can say that that you shoudn't select that files or should use add directory but it would be like "F**k off!" answer!
Here is my sugestion... After opening/adding files to playlist there should be automaticly used "Playlist -> Remove dead entries" function. Just adding execution of it should clean playlist from non-audio files. The function is already implemented, so it wouldn't be to much work.
PS. It's annoying when you have some !blahblah.jpg, and then some audio 'cause when you add all with ctrl + a and Open, then you see console with error.