You mention the solution in your post: If you place individual Markdown files in the pages folder (which is inside your graph folder) and re-index, those pages will appear in your graph. There is currently no other way.
The import feature you show is to import files from other app (that don’t use Markdown). But the fact Markdown is mentioned can indeed be confusing and it would indeed be easier to just “upload” single files via this screen. I’ll forward this to the devs as feedback.