Importing labeled image to segment directly

You can load your image by simply drag-and-dropping to the application window then right-click on it in Data module to convert it to segmentation (tested in a recent Slicer-4.11 release).

In the future, do not use tiff or other 2D consumer image file formats for saving 3D data, as there is no standard way of storing basic image geometry information in them (image spacing, origin, axis directions). If you save your 3D volume in nrrd file format then you will not lose image spacing information and in recent Slicer-4.11 releases you can load the image directly as segmentation (without the need to first load as labelmap and then convert to segmentation).