I think a plugin could be written that would handle opening a DC as you expect.
Upon opening a .skp file, if a AttibuteDictionary named
dynamic_attributes exists at model level, then the plugin would wrap all entities in the model into a Component and move the model-level
dynamic_attributes dictionary to the new component.
At the least, perhaps a message could be displayed saying the opened model was intended to be imported, and offer to recreate the DC.
I'd be happy to help if anyone is interested.