Should I be doing anything specific to enable this to occur?
I've only just recently installed eDuke32 for the first time in years, so I'm using:
EDuke32 r5845 (64-bit) C++ build Compiled Sep 1 2016 18:37:58
and have got Megaton Edition content installed in
C:\Program Files (x86)\Steam\steamapps\common\Duke Nukem 3D
I also checked the 32-bit version of r5845, and an older version (r5775) with no success.