It should be the case that
DatasetIOService.open() works with many more formats than
IJ.open() can, because
DatasetIOService uses all available SCIFIO plugins, including all of Bio-Formats—whereas
IJ.open() supports only those formats hardcoded by ImageJ +
HandleExtraFileTypes. In my tests, I was able to successfully use the "02 - Load and Display Dataset" script to open PNG, JPEG, TIFF, DICOM, OME-TIFF, SDT and Gatan DM3 file formats.
That error message suggests that when the file chooser popped up, you selected the file
01_-_Intro_to_ImageJ_API.groovy, which is a groovy script, not a DM3 file. Are you sure you clicked on the correct file? If so, that is a very strange bug indeed!