I remember importing being a problem for Capcom when it came to localizing some entries in the Ace Attorney series. The fans wanted the games so bad that they paid extra to import the game, resulting in fewer sales in their own region when it was localized. Of course it's not really a problem when it's pretty clear that your region isn't ever getting the game.

I will probably end up importing Last Window, because I adored Hotel Dusk and neither of the two games will run on an emulator. And probably the Trace Memory sequel if I ever get around to getting my Wii back.