If you're using an external program for morphs, then yes, importing is absolutely necessary. If you're only using Poser magnets, then no.

ir:

Are you starting with a freshly loaded hair figure, and then doing the above, and then adding the magnet? Also, the actor to add the magnet to is the Head. Just making sure, since it works as expected once those options are set to how they should be (using the exact same FK-Twin hair model you are).