First, did you try Insert as Quicktime? I don't have any iMovies so cannot test. I'll assume that wouldn't work.
It sounds like the iMovie "files" are not really one file, but are a folder made to appear and work like a file (like a "package"). This seems to be something others do also, such as ".xlsx" files by Excel 2008+. But in that case they are zipped files, which are autmatically zipped and unzip without user notice (something like that).
However unless Apple decides to go that route (it seems unlikely as iMove files are huge), you could zip the file yourself. Then you'd have no trouble linking to the zipped file. Another somewhat weird (but faster) alternative would be to create a text file, with the name of the movie "file", right next to the movie file, but with a ".txt" extension. Then link to that. By swapping the extension on the fiy, you could open the actual movie "file."
A third alternative would be to use AppleScript to get and put a link to the file as a text filepath. They you can use AppleScript to "open" the file, which it would have no trouble doing. In other words, all you really need is a path to the file. That is really all a Container field holds when a file is "referenced". The AppleScript involved is pretty simple.
The below are run in 2 different Perform AppleScript steps, one to store the path as text. The other to open the file (assuming the Finder knows how, which it likely does). The FileMaker field "FilePath" must be on the current layout for the below simple syntax to work.
set Mac_file to choose file
set Mac_path to Mac_file as text
set cell "FilePath" of current record to Mac_path
-- To open
set Mac_path to cell "FilePath" of current record
tell application "Finder" to open Mac_path