You don't have to run them through P6, regardless of what you intend on doing with them. Just about everything in P5 will work in P6 fine (usually), but files saved in P6 will give you the "newer version" message when loading them into P5. Otherwise there's no benefit to importing things through P6 if you don't have the program.

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If you're joking that's just cruel, but if you're being sarcastic, that's even worse.