DTS isn't directly supported for editing by Premiere, so you'll get that error every time you try to import it (including container files like *.ts if the audio data format is still DTS).
Assuming there isn't a problem inherent in the stream you're converting, you might get better results with either eac3to or (if you prefer a friendly GUI) TFM Audio Tool. Either of these should give you a properly converted WAV file.