There are other alternatives in exporting your Liquid timeline which may produce suitable files for importing into MC. e.g. Quicktime.
However it is beyond the scope of my tutorials to delve into all the possibilities.
I work with HDV so I had saved my timelines as M2V / WAV fuses - which, as you saw, did not work import into MC.

Each and every one of us is an individual and, I am sure, have different preferences.
It is up to you to find your most comfortable method.

Although you may not have MC installed yet it can be time to think about how you are saving your final clips so that you don't have to go through the procedure I had to go through - because I had saved everything as fused M2V / WAV files.