Importing samples - workflow question

When importing samples using right click on Program Tree -> Import, I’m not able to play back the imported samples from my midi keyboard unless I first save the samples as a new program (preset) and then load the program in to a slot in the slot rack from the Mediabay. Not a deal breaker, but a little inconvenient in my opinion.

A more “obvious” way would be the ability to load the samples in a slot and that way be able to play back samples without first having to save as a program.

My question is: is the latter actually possible?