Channels in Nuke are script wide, meaning when you create a layer and channel it is available throughout the script.
If you import an EXR image which contains 40 channels and then import another EXR image that has 40 channels but each named differently then the first EXR image Nuke will not have enough channels available for the script.
The work around for your solution is to follow a naming convention that all your EXR images will follow for naming channels.
An example would be naming all your AO passes - AO.red, AO.green, and AO.blue.
If instead you were to name each channel differently in each EXR file.
Example:
Image 1: Sphere.AO.red, Sphere.AO.green, Sphere.AO.blue
Image 2: Torus.AO.red, Torus.AO.green, Torus.AO.blue
You would quickly run out of available channels inside Nuke after importing only a few images.