Edit: I just discovered that the files doesn't have to be imported into the library to save the tag "Use bookmarking". So either MC saves it in it's system without importing or it's saved in the file itself. I guess that's what I have to do.
MC can write tags to files that it hasn't imported yet, when using the "Drive & Devices > Explorer" function, or if you right-click on a file in Windows Explorer and select Play in Media Center, then while the file is playing you can edit the tag in Playing Now.
However, the [Use Bookmarking] tag isn't saved to files by default, so if you set that tag to "Yes" then close the MC Explorer function and restart MC, MC would forget the tag
1. So you probably want to change that tag so that it is always written to the file, using "Options > Library & Folders > Manage Library Fields > {select [Use Bookmarking] field} > Save in file tags (when possible)".
I don't think there would be any way to automatically set that tag to Yes for files that aren't imported though. So you would have to set the tag manually for each new batch of files you download.
Note 1: MC saves metadata about files viewed using the MC Explorer function its "Explorer" database, until the Explorer function is closed and MC is restarted.