I tried reading up about this device - the manual is a little fuzzy on the MXF details. But it sounds like it generates MPEG-2 and writes it an OP Atom container (ie one MXF file per video or audio stream), that's kind of weird. Sounds like they were targetting Avid directly with this implementation... pretty much every other vendor we see prefer using OP1A (ie a single MXF container file containing all the video/audio streams).
We handle OP Atom file structures specifically for Panasonic P2 material, so if you use the Media Browser to point to the directory, it figures out automatically the video/audio associations & treats it all as a single master clip. So definitely try importing via the Media Browser - however, if it's MPEG material and is going through our XDCAM importer, that doesn't try to do file association as it's usually OP1A and all the essence is supposed to be contained within the one MXF file, so I suspect it'll probably still fall back to importing individual channels as separate clips.
You might want to look & see if there's a setting anywhere on the device that lets you record as OP1A instead.
I suspect this discussion is ended, BUT I thought you might want to know what I've discovered in case this question comes up again.
You were correct that the MXF file sets have to be imported as individual channels... sort of, I'll explain below.
There is no way to set the FS-5 to OP1A
I found that I could import a file set (left audio, video, right audio) at the same time.
Then right click and MERGE those files into one file and toss the originals.
I attempted to import all the MXF files at the same time and I could. Unfortunately when I did the names of all the audio files were change to unique, but, as far as I could tell, random numbers and letters, so I couldn't figure out which audio files went with which video file. That meant I had to import and merge each set of three files individually. Given that MXF breaks long shoots into a series of files sets each about 8 minutes long, one ends up with a LOT of files to wrangle.
All and all, this process is not very efficient. Given all the eye-strain required to find each file set (the do not sort together) and the hand-work required to import and merge each 8 minute section, doing anything long would be quite a pain. For us loading video tape is faster and easier.
Thanks for your insight. I appreciate the effort. You can mark this question "answered."