There is no direct import into MSN other then the CTT file which means the
steps described need to be followed to accomplish what you want to do.
Ergo - unfortanately any answer I'd give you would only be bascially
repeating what's described by Francois Beaussier in his blog. Whether the
choice of format or import method used is right or wrong on MS's part will
leave to other's to comment on and decide.

However, will say that my guess is that the intent of the contact import for
MSN is primarily (if not strictly) intended for those moving from one
machine to another and not "bulk updating" from other external sources which
for me makes a whole lot of sense given the program in question. If my
premise is correct, then the worst that MS is quilty of is not making that
clearer. Personally I would hate to see someone automatically add any of my
or my company's email addresses to their MSN addresslist via a bulk update
just because it existed in some other list.

Karl