All supported DevTest releases.
This is working by design, because when you choose to open a Project you need to select a lisa.project file.
Your lisa.project is inside your mar file and is independent from the Project you have open when your Workstation.
The DevTest Workstation takes the MAR files and extracts all the objects only for a New Project and not for the existing Projects you are in.
If you rename your MAR file with a zip extension and open you can see the file structure.
Bottom line is you cannot open a MAR as a Project, it has to be open as a new Project.