"Import" link under "Records" tab of the Data Type is from OOTB section "pzRecordsEditorWrapper" under PegaAccel-Task-DataTableEditor class. It's a "Final, Internal" rule. You are not allowed to modify it and to disable that link.
However we would also like to hide (disable) Next button on the pop up with the error message. It does not make sense to have this button as the import is not allowed, further to this when Next button is clicked one gets presented with errors that do not make sense, the only valid action is to Cancel anyway.