Sort and search are two different things. Performing a find or several other operations like show All records, omit records or the scripted Go To Related records can change what records are in the current set of found records. Sorting the records will not affect what records are present, only the order of the found records.
In your case importing records produces a new found set of just those records that are imported.
If you select "Show Omitted Only" from the records menu, FileMaker will swap the current found set for those that are not currently in it. If you choose "Show All" you'll get all the records into your found set.
Oh thank you so much, I see now - it was right in front of my face. Thanks so much.