MC won't import them if it fails to render them, which obviously it can't because you can't play them manually. I haven't used SageTV since v4-ish, but I'd guess those are MPEG-2 program stream files. To play back MPEG-2 files, you need to have a third-party DirectShow filter that can handle them installed on the system. Windows only comes with MPEG-1 compatible splitters out of the box. There are plenty of good, free MPEG-2 decoder/splitter filters out there, though.
Try searching for CCCP in this forum, or read Yaobing's DirectShow Playback FAQ (linked to in the general FAQ stickied at the top of this board -- down near the bottom of the list). VLC can play the files because it doesn't use the Windows DirectShow engine for playback (required because it is a cross-platform application), and it's filters are all built-in. For the most part, it actually just uses it's own version of the same exact filters included as part of CCCP.
I'm on my HTPC, and it's tough to do complex posts or I'd link you directly to the relevant postings.