Import model items doesn't work for DimXpert items. They are more related to which view they are defined within. For example, in my part I have the annotations for this view located within the Top Plane. These will only import into the top reference view on the drawing.
When placing your drawing view, select the view and then under Import Options, you can choose to import DimXpert items. Note, this will only work if you are using the pre-defined annotation views or if you make your own it will appear under More Views. I hope that this helps.
Edit: Note that I am using 2016 and the behavior of this import feature isn't great. Sometimes the dimensions don't update if you change the part and in one case, importing these to the drawing caused Solidworks to reliably crash when re-importing updated dimensions. Hopefully this got fixed within the last 2 releases.