If you’re not using AppBridge CDN, you’re on AppBridge v3. If you’re on CDN and got app-bridge-react v4 (which is meant as a supplementary tool and not required), which is correct, then you can use window?.shopify?.loading(BOOL) to enable/disable the loading.
If you’re not using AppBridge CDN, you’re on the older version of AppBridge, which comes from npm packages and is v3. If that’s the case, downgrade your npm package from v4 to v3 and that’ll give you your working import.