Other software has more than one developer, perhaps. As Kovid Goyal (creator of calibre) says all the time in such cases, patches are welcome.
Personally, I don't really like the Kindle for PC app.
calibre has its own reader.
calibre libraries are fully self-contained and portable, so referencing outside paths is somewhat difficult.
Scanning each auto-import book for metadata, all 40,000 of them, is rather slow for the sole purpose of avoiding re-imports.
Perhaps you could setup a script to transfer books into the import folder from My Kindle Content whenever new stuff appears, question is, how do you avoid duplicating everything?
Most people auto-importing from K4PC
only have it in order to download into calibre. Like the OP. This solution isn't for everyone.