The issue here is that Sparrow doesn't support WIF import (until someone tests and proves otherwise) into either an existing HD wallet or a new import wallet (like Electrum). Currently, only a full node wallet like Bitcoin Core allows importing isolated private keys into an existing BIP32 wallet (they won't be part of the root key, but will be protected by wallet.dat).

See too https://bitcointalk.org/index.php?topic=5483885.0

When I can, I'll test it on Sparrow.

It would be a very useful feature, in my opinion. I always argue that users with a private key (e.g paperwallets) won't always want to sweep it first. Depending on mempool congestion, they'll choose to simply import it in a secure (offline) environment and will send it with the right to a change address, without having to create two new UTXOs (two transactions).

Wallet developers need to reconsider this key import issue; Bitcoin Core is perfect in this regard.