Apparently MobaXterm imports SecureCRT sessions only if there is a SecureCRT also installed on the same Windows machine.
I found a workaround to (somehow) import sessions from SecureCRT (Version 7.1.1 (build 264)) into MobaXterm but this probably will not help you if even temporarily able to install SecureCRT:
1) on the source machine where SecureCRT is running zip the complete install directory of VanDyke (for me it was: "C:\Program Files (x86)\VanDyke Software") and appdata directory (for me it was: "C:\Users\id084265\AppData\Roaming\VanDyke"). The sessions are actually stored in the latter directory.
2) Copy the zipped files onto target machine
3) Unzip and extract them as Administrator into the same locations on the target machine (for me "C:\Program Files (x86)\" and ""C:\Users\id084265\AppData\Roaming\" respectively)
4) Run at least ones the securecCRT on the target machine. It will ask where the appdata should be stored and (probably) suggest the where you stored the copied ones. If not change it to that directory so that you get your sessions back into SecureCRT.
5) now you can import the SCRT sessions into MobaXterm as yourself explained above.