You can't import from the same file(s) that OE is using. They will, of course, be "in use" any time OE is open.
If you make a copy of the email folder somewhere else on your drive, the copy becomes an "external store" for the files, and OE should be able to import from it. In your case, I suspect that even if OE successfully imports your "Deleted Files.dbx" you won't find anything in it. (Even leaving Windows Explorer pointing to the folder may get a "files in use.")
The .dbx is a database file. Individual messages are records in the database. The only way OE can distinguish one message from another is by record number.
An index in the "overhead" portion of the .dbx file includes a pointer to each separate message. When you "delete" a message, the only action taken is to delete the pointer to that message in the folder from which it was deleted. So far as the folder from which you delete the message is concerned, the file is gone since it doesn't appear in the index, although all of its content remains in that database.
The "pointer value," along with a portion of the header (from/to, subject, etc) is entered in the Deleted Files database, but the rest of the "message" remains in the original folder. As long as the "deleted file" remains visible in the Deleted Files folder in OE, the file can be moved elsewhere simply by moving the pointer to the new location - in the original .dbx file or in another one.
Of course, when the "deleted file" information is moved to the Deleted Files.dbx "folder" the Deleted Files.dbx folder gets a pointer to the information about where the actual file is, allowing it to find the information to let you "undelete."
When you close OE, with normal setup, all of the pointers to data in the "Deleted Files.dbx" folder are actually deleted. This makes all the information in the Deleted Files.dbx database "invisible" the next time you open OE.
The file data that was recorded in the Deleted Files.dbx database remains there, but since the pointer that told where it is was deleted there is no practical way to access it.
The original email message, or at least the "body text," remains in the folder from which it was deleted; but there is no practical way to access it, since the only pointer that says where it is was moved to the Deleted Files.dbx, and the pointer that said where the information about the deletion was moved to within the Deleted Files was deleted when the "message files" disappeared from the Deleted Files folder.
The Deleted Files folder NEVER contains anything except pointers and header scraps. Your message is not there. The rather large filesize you're seeing for the Deleted Files.dbx is because it still contains information about every message you've deleted since the last time you did a "Compact All Folders." That file does not contain any of the complete email messages that were deleted.
The file/folder from which the message was originally deleted may still contain the bits and bytes from the message; but there is no reasonable way to find and reconstruct the message from that location. There is no "file structure" to allow you to read the "gaps where something was part of the file" except by reading individual clusters by physical address - which is something that only hard-core drive maintenance programs are equipped (sometimes) to do.
The only reasonable recovery that I know of that you could try would be to ask the original sender to re-send the lost message. If the sender happened to be a.r. enough to have saved a copy...
When you Compact Folders, OE looks at the header/index information in each .dbx file. If a pointer identifies something as a valid record, the data found at the pointed-to location is copied. All other data is left in "unassigned clusters" which is effectively the same as removing them from the drive. If you do a Compact All Folders, your Deleted Files.dbx "folder" will be cleaned up back to the 59 KB nominal size required for an "empty" .dbx file containing no messages or message information.