The options in Engine DJ to import from iTunes (etc) are really only there as a one way/one time function - to bring your data in to Engine DJ. That’s it.
The idea is that you bought a Denon DJ product so from this point on you are going to use Engine DJ, not go back and forth between that and whatever you used previously.
It’s basically the same in other DJ programs too - although the new OneLibrary concept may go some way towards changing it.