It seems Workflow Designer allows importing only one .wfi file at a time. This can get cumbersome, since you then have to go through the import wizard for each and every single file you're importing. I just had to do that for 15 workflows...
There should be a batch import option that lets you define the settings you want for the initial workflow, and then reuse those same settings for all subsequent workflows. Similar to the "apply these properties to all entries in the batch" option in the repository's file import dialog.
Also, in the import wizard, when you pick "don't replace object" option for the data source (when it finds a data source with the same name in the destination), it forces you to configure every database activity in the workflow. Seems like the behavior could be improved.