You could lay your sprites out evenly on a single sheet, and use the importer to automatically cut them into separate frames.
Also, if it's exporting layers to files that you're worried about, I know Photoshop has scripts available that do that. I have one that exports each layer to a .png, numbers them, and sticks them all in a new folder. I'd go crazy without it.
But I think some sort of "batch import" for Construct would be handy... like if your files are numbered in sequence, you could select them and tick an "import sequence to frames" box or something. That would be quite useful, at least for me.