Probably the best is to use the items provided by the “Image sequence” reader. Select those items (and unselect the MultiVolume reader’s items) and load them. Instead of manually uncheck the MultiVolume item and check the Image sequence items, it may be easier to disable the MultiVolume plugin in the settings in the module panel on the left.
There is a warning about image spacing because XA images are acquired with perspective projection therefore there is no spacing (mm/pixel) value ethat would be valid for all visible structures. You can compute the spacing a specific plane by measuring the size of an object of known physical size and multiply the spacing value in Volumes module’s Information section.
What would you like to segment on the images and why? What is your overall goal? What metrics would you like to compute? Is there a journal paper that describes the kind of analysis that you are trying to reproduce?