Previously I was using Slicer 4.13.0-2022-01-26, but the same issue occurs when switching to the latest Slicer preview release. It seems to happen when multiple segments are present. With a single segment, the DICOM SEG file seems to load successfully – but when I check the logs, the same warnings/errors are present (as above) concerning the AnatomicContext.
I was able to reproduce the issue. Here’s the sample dataset (I am not sure if the slice location mismatch pointed to by the second red arros is an issue or not, since I did not create the sample - that might be a “red herring”): Dropbox - prostate_repeatability_mpReview_Andrey.zip - Simplify your life.
The problem was that the ITK interpreted the single-slice images as an image volume by default. Fixed by forcing loading each segment labelmap with single-file option.