You can not import those files because the mac system tries to protect your computer from any viruses. From what I know, the mac system is a pretty safe one, so I am sure it wants to protect your computer. Anyway, suppose you feel that your computer is vulnerable to any viruses. In that case, I recommend you use the
cleanmymac x security app. I know many people who got hacked, so it's better to be safe and prepared in this kind of situation. That's why we should always use a security app and be always aware when browsing the internet.