I had the same exact question, and noticed the same exact pattern - After Effects has no issues with aliases, and just imports them all properly like media. Premiere just doesn't seem to be able to, even though they are both made by the same company. This kind of "one app has this useful feature but the other doesn't" thing Adobe does is tiring at this point. (i.e. put the solo buttons in Photoshop the same way they are in AE!).