I guess it's just semantics but I'm not really sure what the difference is between "pointing sonar to the video file" or just reimporting it. You can reimport the video, uncheck "import audio" and isn't that essentially sort of the same thing or am I missing something? Either way, whether you have to point it to the video or reimport it, it's an extra step you have to do. When I import video without the audio on my computer it's almost instantaneous, it's the audio that takes a second to import.
I agree putting the video in the project folder is not the solution, even if it worked, which apparently it doesn't. On my computer I've found I get the best results with all the video on my system C: drive so I have a video folder I keep my videos.
Whatever drive you keep video on, I recommend it not be the same drive as your sonar project. So pick a drive, create a video folder and if you always keep your video in that folder won't sonar always find the videos? If you need to archive, archive away. Then if you want to load a file just make sure to copy the associated video file back into your video folder before you load the project and won't sonar automatically find it? I don't personally backup videos I just toss them after a month or two because after the show airs there's no point I'll never need them again. But if I did, this is the system I would use.