Well, this import of files seems to be confusing. But there are no files imported at all. It is just the metadata read from files and stored in the database. (and not to forget a thumbnail cache will be build as well).
Maybe it should be named import image metadata and not import files?
In theorie you can just use your prefered file manager for browsing and open file by file in darktable from your file manager. But I find the current interface very clean and easy to use. Who cares where the RAW files on disk are stored, once they are copied from the camera/SD card to the disk.