The glass_window Texture that you are using has alpha values set into them. This prevents Unity from generating an outline for your Sprites for a physics shape as there is an alpha threshold that is set when generating such outlines to create a tightly bound physics shape. For this case, the alpha values are below the threshold set, which result in no physics shape being detected. Right now, the alpha threshold cannot be adjusted and we will evaluate whether this will be exposed as a feature in the future.

In the meantime, if setting the Collider Type to Grid for your Tiles works for you, please do use that.

If you need a particular physics shapes for your tiles, you can do the following to create a custom physics shape for your tiles:

-In the Project window, select the Texture asset for your Sprites.
-In the Inspector window, select the Sprite Editor button.
-In the Sprite Editor Window, select Custom Physics Shape from the Modules dropdown from the top-left.
-Select the Sprite which you want to create a custom physics shape for.
-Set your own custom physics shape using the Editor. To start off, you can click and drag on the Sprite to create a box which you can begin editing with.
-Remember to click Apply at the top-right after you are done!

Manual: https://docs.unity3d.com/Manual/CustomPhysicsShape.html

Hope this helps!