I import sequences all of the time and it only brought in the files it needed which is very nice. For project file management there is nothing more annoying that importing a sequence from another project file and having 4 or 5 copies of "Video1" in your project file. I like that PPRo knows if it already had "Video1" in the project and the sequences you are importing also reference "Video1" that is does not import another copy of it.
For some reason these select sequences are not cooperating.