We have this problem too, so I generally need to avoid this method of inputting altogether. I can see the merits of vetting the files before importing, but in most cases I already know exactly what I want to import.
In years past I have asked that they add a standard Windows folder/file dialog box to import files. I think this may have fallen off of their radar, so I'm glad you brought it up.
Our favorite workaround is to drag and drop from Windows Explorer directly into the map window in TBC. Our other method is to copy and paste "IMPORT" and the exact filename into the F12 Command Line.