"to import" is a transitive verb, i.e. it requires a direct object. And "to matter" is an intransitive verb, i.e. it doesn't require a direct object.
"Yo importo queso." (with "queso" being the direct object) would use the transitive verb, e.g. "I import cheese."
"Yo importo." has no direct object, so it is the intransitive verb, "matter", e.g. I matter.
I originally answered, "Cheese matters to me," but on reflection, that's not quite right. While "importar" means "to matter", it's a reflexive verb. Without a reflexive particle (like "me" or "se" or "te",) it's grammatically incorrect. Further, if that were the intention of the sentence, we would have seen "importar" conjugated as if queso were the subject, rather than the object; that is, it would've been "importa" rather than "importo".
So "Me importa queso" would, like various uses of "gustar", mean that cheese is important to me, but that's not the sentence shown here today. I was wrong.
I'm merely commenting on the possible confusion one might experience if they're not looking for the reflexive pronoun. That is, "Yo importo queso" and "Me importa queso" are superficially very similar sentences.
Specifically, I'm talking about the difference between "importar" and "importarse".
Me importa queso, however, besides missing the article, is not reflexive, and there is no reflexive verb importarse. The cheese is not important to itself (se importa el queso) and cannot be, since it's importar a alguien, not importar a algo. Likewise, unfortunately, I can't matter to the cheese - Yo le importo al queso is incorrect.
The characteristic of a reflexive verb is not that it takes an object which happens to be a pronoun, it's that this pronoun refers back to the subject (eg. yo me voy, tu te vas, él/ella/usted se va, nosotros nos vamos, vosotros os vais, ellos/ellas/ustedes se van). This space for rent for a good English example.