Importing files can work well but only if you're really paying attention. I frequently see users who are not aware of the options for translation because they don't see them pop up in their face. I see the options as "side step" that must be remembered each time instead of the linear workflow that Inventor should provide.
IDEA: Remove the "Options..." button. Launch the "Import Options" immediately after clicking "Open".
Of course the user should have the option to "set defaults and never prompt me again". Defaults would need to be set for each filetype.