You could try using Multiple File Import found from File / Import Multiple Files...
or loop over the list you have while filtering out non-wanted results.
Names Default To Here(1);
fileNames = {"test0.s2p", "test.jmp", "test1.jsl", "test2.s2p"};
suffix_of_interest = ".s2p";
//JMP16
files_of_interest = Filter Each({val}, fileNames, Ends With(val, suffix_of_interest));
show(files_of_interest);
//earlier
files_of_interest2 = {};
For(i = 1, i <= N Items(fileNames), i++,
val = fileNames[i];
If(Ends With(val, suffix_of_interest),
Insert Into(files_of_interest2, val);
);
);
show(files_of_interest2);
-Jarmo