The Project Manager doesn't really function well when trying to bring something in from Ae, which is a different program entirely. And then there's always issues with dynamic linked comps within a current project ... which are bad enough.
So I skip that mess by exporting replacement media from Ae to replace the comps on the sequences in Premiere. Then that Premiere project no longer "needs" a link to Ae.
I would recommend that process always for archiving projects. And if you wanted to be able to revisit the Ae project while reopening a Pr project, move the Ae project file into a parent folder of the project with your Pr project file.