Solidworks 2014 SP5 will not let me import geometry

I am trying to 'bake' geometry into a lightweight file I am going to use for rendering. I export parts as step files and try to re-import them into my geometry-only model using Insert->Features->Imported..., but Solidworks refuses with the error Assembly file detected. Import not allowed.

Why will it not import the geometry? Files exported from parts work fine, just not files exported from assemblies (even if there is only one body present). I can't help but feel like Solidworks is perfectly capable of doing this, it just does not want to...

Thanks

SolidworksParts And Features