OK, after lots of study, here is the situation: When the FCP Media Import Window is up and you click on a clip, there are a series of internal plugins called RAD (Random Access Device), one for each supported card-based media type. The current ones are:
P2AVF.RADPlug
XDCAM.RADPlug
MPEG4.RADPlug
AVCHD.RADPlug
MPEG2.RADPlug
Archive.RADPlug
Each one checks the folder tree for the given media type. Some check for multiple tree formats. E.g, an .mp4 file from a Sony A7SIII is checked by MPEG4.RADPlug. It looks for certain things such as whether the tree PRIVATE/M4ROOT/CLIP exits. If it passes those checks, then range-based selection on the filmstrip is permitted, hence range-based import. If not, then you cannot select or import a range.
That same plugin also checks for other Panasonic GH series (via PANA_GRP) and any camera using DCIM
with MP4.
Likewise, with MXF files contained in their folder tree from the Sony FX6, FX9, etc. Those are checked by XDCAM.RADPlug.
Canon's XF-AVC format (XFVC/CANONMSC/REEL_xxxx/) is not in any plugin's recognition list, so Canon XF-AVC cards (R6Mk3, R5C, C70 in XF-AVC mode, etc.) do not have range-based import from the FCP Media Import Window.
I don't know why no FCP RADPlug file exists for the Canon formats. You can submit an enhancement request at Apple's FCP feedback site. FCP development has repeatedly stated they read each one:
Feedback - Final Cut Pro - Apple
This situation is sometimes encountered because almost no product reviewers test things like this. With my team's FX6 cameras, the MXF format supports timecode and other metadata much better than the MP4 formats from the mirrorless cameras. Yet you'll never hear a YouTube reviewer mention that. As part of our purchasing decision, we spoke with other professional users having extensive post-production experience. That's how we found out, not from superficial YouTube reviews.
I personally never use the FCP media import window, because I've already located the media in Finder and I don't want to do that a second time. Also, we always import with "leave files in place" so it doesn't take extra space.
However, before importing to FCP, you can use QuickTime Player to do "no encode" lossless trims of most video formats. It is lightning fast and preserves all the metadata. It can also delete chunks from the file and re-order those. It is safe because it operates only on a copy of the file, not the original. For details, go to YouTube and search for "How To Cut Out and Save a Portion Of a Video."