you don't have to import your bitcoin if you don't want to it is optional really only if you want to exchange bitcoin for cred, I have not imported any bitcoin or my bitcoin wallets and I have been mining it. Just it is a sidechain to bitcoin so it runs the bitcoin chain as well as the credit chain.
Well I assumed it would not be a requirement

But if you would do so, it puts your private keys at risk as you need to import the entire wallet.dat file, correct?
No, you do not have to import the entire wallet.dat file.
You can use the console in Credits-Qt and use the command bitcoin_importprivkey to import one single private key. Issue the command and then run restart the client with -bitcoin_rescan.