This different behavior for Open, versus Import, of a .3dm file, is normal. (IMHO)
Opening a third party .3dm which has a different color styles setup than a users default color styles has always resulted in only the different color styles being present in the current MoI session.
If the third party .3dm is imported, the users default color styles remain. The imported colors are added to the current session.
(This is occasionally a good way to discover a pleasing new color style.)

Not sure about the dxf aspect.

I am content with the current Open vs Import color style behavior.
But occasionally, I (very slightly) dislike missing my default colors after opening a 3rd party .3dm.
I can see how the temporary color style's "missing" might be unexpected by a user.
Should there be another checkbox to keep my color styles???
How about a script to add back my default color styles???
A new session of MoI will have my .ini default color styles.
Windows can "automatically" open a .3dm file. Which would just have the .3dm file's colors.

- Brian

ps, Yesterday I discovered that my MoI ini files for my color styles had a pair of hidden "batwing" curves, left over from an old iris project.
They had been inadvertently saved with a new MoI color .ini file. (Deleted them and resaved .ini file to AppData.)