Photos

Here's some additional info on deleting photos from a Photos library:

Deleting Photos from a Photos Library

1 - regardless of where you are in the library, i.e. Photos, Memories, Favorites, People, Recents, Imports, albums or smart albums, select the photo(s) you want to delete and use the key combination of Command+Delete to move the photos to the Recently Deleted smart album.    Without the Command key held down you'll be presented with a confirmation Yes/No window regarding the deletion. 

2 - click on the Recently Deleted smart albums in the sidebar.

NOTE 1: If you're using Photos 1.2 or earlier use the File  ➙ Show Recently Deleted menu option.

3 - in the Recently Deleted album you can opt to let the photo automatically delete after the 30 day waiting period is up, delete them immediately or restore them to the library.

NOTE 2: deleting a photo from an album, slideshow, book, etc., with the Delete key only deletes the photo from that item. There is no key combination that will delete a photo from a project and move it directly to the Recently Deleted smart album.

NOTE 3: deleting a photo from a Moment or Collection (the Photos window) or the All Photos window deletes ALL occurences of that photo in the library.

The key here is in the name: Imports List - it's a list, not a place. Just a handy shortcut to recently imported images. So there is no image to delete as it's just a shortcut to the photo in the library.

If I save it to a folder outside of Photos in Documents, it will stay even if I delete it from Imports list.

Yes, because Photos has no control over images outside the Library.

I find it hard to believe that I would have to keep every photo I ever imported unless I make a new folder outside of Photos to save them in.

I'm not sure I understand what you're trying to ask here, can you clarify?