How to add .xpn files to MPC without maxing out storage

I have a new MPC Live 3 which is a 4tb ssd installed. I have a bunch of XPN files on another 4tb SSD which is connected to my Mac. When I move those XPN files to the MPC Software on my Mac to export to the MPC, it copies the files to my internal Mac storage, which is almost full.

Surely I can just copy all of these files directly onto the MPC SSD itself, or have the MPC Mac software read directly from either the MPC SSD or my external SSD? Not sure why it forces a copy to my internal Mac storage.

What's the best approach here?