Nevermind. I realized this work-around solution: I placed all ICML files into InDesign (bringing same few styles with them — no duplicate styles) I deleted each of their styles and replaced with InDesign styles. Only have to "check out" some files with tables that won't let me resize to fit InDesign page layout.
Pau9 said: "I have to format styling all over again"
Why is that?
Are there no styles that are already formatted the way you like?
If yes, format them once in a different document and import them to your document with the relinked ICML files using the Import All Styles feature of the Paragraph Styles panel or the Character Styles panel. You can tell InDesign to overwrite the existing styles with the imported ones.