It's also unclear to me what steps are involved, at least when selecting multiple files from my SD card. If I select the SD card in Files, I can use Select, click on a number of images, but then what do I do? I cannot drag them directly to Photo, as the drag only moves the one file out of all the ones I selected, i.e., the multiple selection goes away. I can copy the multiple selections to the Affinity Photo folder on the iPad using Files, but they don't automatically show up in Photo -- I have to drag them one-by-one to Photo, still not a good solution.
So what are you doing differently? Please explain all your steps.
I still think it would be a good idea for Serif to add direct import from the SD card on the iPad. With the new iPadOS, apps do have access to external storage like SD cards. Adobe proved that by offering direct imports from SD cards into Lightroom Mobile with their latest version.