It's the same with XDcam or XAVC files from the F series Sony cameras. For whatever reason, Apple took over the Sony import plugin, and by doing so, the plugin is tied in to the install of FCPX. When using the import window, FCXP tries to wrap everything to ProRes (which is really annoying since MXF is supported so nicely in FCPX now). Instead, dragging the clips from the Finder allows to read the MXF files directly without having to rewrap to .mov, which just wastes a lot of disk space. I find performance in X with all flavors of Sony codecs to be really great, and no difference than ProRes.
I have found a way to remove the Sony import plugin without any damage to X (and can always be replaced if needed). This allows direct import (and leave in place options) for Sony MXF media though the FCPX import window.