VLookup Not Picking Up Table Array In Another Spreadsheet

I use VLOOKUP a lot and the simple VLOOKUP I am attempting is a very common exercise for me. That doesn't make me an expert just very familiar with it.

I have a worksheet where column A is a 5 digit reference and I use column A as the lookup value. In a worksheet in another spreadsheet I have a load of data but column A is also a 5 digit reference. I am trying to pull cell content from a single column of data from the second worksheet into the first worksheet when there is a match for the 5 digit reference.

The problem is, using the wizard, the lookup value is entered ok but when I come to highlight the range of cells in the second worksheet nothing appears in the table array line in the wizard.

References in both worksheets are numerical and sorted in numerical ascending order. Both spreadsheets have been saved.

However if I copy the worksheet from the second spreadsheet and simply copy it into a new worksheet in the first and then try referencing it as a table array it works just fine.

For such a simple exercise I always use the wizard as it is so much quicker, but I can't figure out why it won't work the way it usually does.