Canon EOS-1D X Mark III Advanced User's Manual page 220

Caution
JPEG/HEIF images cannot be selected.
These images cannot be selected as the first single exposure: images shot with
[ : Highlight tone priority] set to [Enable] or [Enhanced], or images with
cropping information.
[Disable] is applied for [
Optimizer], regardless of the settings of the image selected as the first single
exposure.
The ISO speed, Picture Style, high ISO speed noise reduction, color space, etc. set
for the first image will also be applied for the subsequent images.
If Picture Style is [Auto] for the image selected as the first image, [Standard] will
be applied for shooting.
You cannot select an image taken with another camera.
Images that cannot be merged may be displayed.
Note
You can also select a RAW image used in multiple-exposure shooting.
Select [Deselect img] to cancel image selection.
: Lens aberration correction] and [
220
: Auto Lighting