I don't see how such a feature is necessary if Construct would just create all those instances upon pasting foreign objects into a new CAP.
No, the reason why copying from on cap to another don't work is because it dose can't read data between caps.
so if the object do not exist it would just freeze trying to make because the event sheet can't make objects and from the way you say it what is the point of copy and paste if pasting it don't bring all the data it just create new ones.
Let say that the part of code that you are copying has a set animation action in it that animation won't be there it would be a 1 frame blank sprite.
That why I through out the idea of a some kind of import feature.