Yes .. one has to be clear..
whatever you import in your map, it will send you that message.
Just save the map and maybe close/re open it for the "asset" (picture/model/model dds/whatever) to appear (in the import/export window and everywhere else in galaxy) /be properly imported in your map.
Once you know this, then you can start importing galore. (i spent hours on this, hope REMINDING people regularly helps them not lose that much time)...
That "bug" is ridiculous and has never even been "reported" i guess, by any mapmakers in a blue thread prone manner.
Reminds me of the "rejoin bug" (when you finish playing an arcade game and you rejoin another one (whichever path you take) .. and the game gets stuck endlessly on joining that map (and it never works)). One has to force quit sc2 and reboot it to re access anything multiplayer... (sometimes zoning in the menus like replay / other / waiting works.. but sub par and occasionaly works).
Those e bugs are real lame!
What could be even lamer is the absence of a community "fixing" those for them (and yes that starts with players/coders uniting "versus" the game devs ; which they don't /generally speaking).