The MIDI default uses the "Project Files" path in
Preferences > File > Folder Locations. It is possible to add the MIDI files folder as a directory junction to the top of the Import dialog. For example, if the MIDI files were in a folder "D:\My MIDI" add a junction to the "Project Folder" path.
In Win8.1 and older, open a command shell in the "Project Folder" path and type
mklink /j _myMIDI "D:\My MIDI" In Win10 open a powershell in the "Project Folder" path and type
New-Item -ItemType Junction -Path "_myMIDI" -Value "D:\My MIDI" Another option is adding the MIDI folder to the Content Location menu in the
Media Browser and
import files using the browser.