but I'd rather import them properly, rather than copy them, to retain the quality.
I don't know the answer to the Windows part of this question, but there's a fundamental worry you have here that I want to assure you over.
That "import" dialog box you were seeing before doesn't really do any magic. It just launches a program like Lightroom or some other ...
The reason is, that the RAW RAF file is not an image per se. It is sensor data. To display it, the data has to be interpreted into an image.
This is done by a piece of code and takes a little while. Being interpretation, the result may differ between programs.
What you see in Windows is that the explorer or most editors shows you a low-res jpg which is ...
According to the answers.microsoft.com support question, How to import photos from SD card to Windows 10,
Open Control Panel > Autoplay, where you can choose what happens when you insert a card with image files on it.
From the screenshot, it appears you want to select the option, "Import photos and videos (Photos)".