Can you change “Import Themes…” so that multiple themes can be imported at once? Currently, “Import Theme” would be a more precise menu wording since each theme must be individually imported.
That’s not a bad idea, and should be an easy fix.
In the meanwhile though, you can more easily manage themes in File Explorer as well. Use
File ▸ Show Application Support Folder, and in there you will find the “Themes” subfolder where these files go. That’s the full extent of what “importing” means, just whether or not there is a file in that folder.