Yea, it's one of those idiosyncracies with current browser security measures. I haven't studied it enough, and don't really have the time right now, but it's definitely on the wishlist that importing tiddlers would just work..
This is normally the way I try to import from one CCTW to another:
1) save the old CCTW into a single html file.
2) move it to the same server as I'm using to host the new CCTW
3) try to import normally, or try and use the javascript import plugin from
tiddlytools.com- if this doesn't work, I usually try to configure firefox or chrome or IE to be as security lax as possible by googling some configuration options. Using an old version of IE (version 6 for instance) works wonders as a last resort :P
S.