Once the map has been imported, the original .osz file will be deleted since they have been imported to the game (in this case, stable).
If you want to import it to lazer, you can drag the .osz file to the osu!lazer window, and it'll import it.
If you want the map to be imported to lazer by default when you open it, you'll have to change the .osz file to be associated with osu!lazer in Windows File Associations.
(to do this, right click an .osz file and then select "Open With", and then select "More apps", and then select "search for a program on this computer", and then navigate it to your osu!.exe in the lazer folder and select it.)