Audacity changed to the new FFMpeg 2.2.2 library. The entry in the audacity.cfg is always reset to "...\\avformat-52.dll" whereas with release of Audacity 2.0.6 the new avformat-55.dll is used. the older one is not recognized anymore.
The entry in launcher.ini (line 56) has to be changed from
Value=%PAL:AppDir:DoubleBackslash%\\FFMpeg\\avformat-52.dll
to
Value=%PAL:AppDir:DoubleBackslash%\\FFMpeg\\avformat-55.dll
This can also be used as workaround until an updated build is released.