Both Mac and Windows convert text files when importing them; the Import as Alias function you refer to only applies to media files, not text. Since Scrivener is first a writing app, by design it converts imported text documents to make them useable within Scrivener.
Since you’re not wanting to work with the DOCX in Scrivener, rather than importing it you can add it to the project references in the inspector (the second tab from the left in the inspector footer, with the icon of books). That will place a link in the project that will open the document in its default program (Word). If you want a binder entry for it, you could create a placeholder document, add whatever notes you want to it, and then add the DOCX file as a document reference to that file rather than a project reference (which would be accessible anywhere in the project; document references, like synopses and document notes, are attached to a single item). You can flip between project references and document references by clicking into the references header bar in the inspector.