I bought a “POS” keyboard. “POS” = Point Of Sale. It’s basically a keyboard you seen in stores where you shop. They have extensive macro abilities and what I did was set up one key to always choose the right options when importing an AAF.
That’s one workaround.
But yes, it would be nice if all options were available as key commands (something is telling me that perhaps the key command engine is suspended when a dialog box occurs, in which case it might not even be possible within Nuendo).