Two files copied to D:\BTCData before starting client, BUT now it's still torturing HDD! Is it validating everything, same as if I just
used normal procedure, e.g. downloaded blocks from other nodes? Someone said that shouldn't happen, so now I'm confused a bit.
Yes, that's exactly what it does - it validates and indexes them completely as if they were downloaded from network. That's the only way to import blocks in a zero-trust way (i.e. without needing to trust the one giving you the file).
EDIT: you're importing the actually active data files. Don't do that. Move them or rename them, or import from a different directory.