Your macro has no incompatibility with Excel 2019, I only cleaned it up a little.
If the path is correct and the files .xlsx are present give it another chance: 
Option ExplicitSub IMPORT_DATA()
    Dim oExcel As Excel.Application
    Dim strFile As String
    Dim r      As Integer
    Dim mFolder As String
    
    Set oExcel = New Excel.Application
    mFolder = "E:\Bofetti\CHECK LIST\"       '<= check this path
    strFile = Dir(mFolder & "*.xlsx")             ' assicurasi che l'estensione del file sia corretta
    r = 12                                        'variabile riga
    'inizia ciclo lettura
    Do While strFile <> ""
        'in oExcel ci vanno a finire di volta in volta _
        'i file contenuti nella cartella
        oExcel.Workbooks.Open mFolder & strFile
        With ActiveSheet
            .Cells(r, 2) = oExcel.Worksheets("LGI Certificate Accessories").Cells(7, 4) 'D7
            .Cells(r, 3) = oExcel.Worksheets("LGI Certificate Accessories").Cells(17, 1) 'A17
            .Cells(r, 4) = oExcel.Worksheets("LGI Certificate Accessories").Cells(17, 6) 'F17
            .Cells(r, 5) = oExcel.Worksheets("LGI Certificate Accessories").Cells(31, 4) 'D31
            .Cells(r, 6) = oExcel.Worksheets("LGI Certificate Accessories").Cells(31, 13) 'M31
            .Cells(r, 7) = oExcel.Worksheets("LGI Certificate Accessories").Cells(17, 16) 'P17
            .Cells(r, 8) = oExcel.Worksheets("LGI Certificate Accessories").Cells(18, 19) 'S18
            .Cells(r, 9) = oExcel.Worksheets("LGI Certificate Accessories").Cells(17, 23) 'W17
            .Cells(r, 10) = oExcel.Worksheets("LGI Certificate Accessories").Cells(58, 9) 'I58
        End With
        oExcel.ActiveWorkbook.Close False
        strFile = Dir
        r = r + 1
    Loop
    ' chiude e azzera variabili
    oExcel.Quit
    Set oExcel = Nothing
    Range("A1").Select
End Sub