Question Export Package: Dependencies Not Included?

Hi there,
I have an Asset Package, purchased from the store. It contains many items, FX specifically. Since it is quite big, gave it it's own project so I can open up that said project, pick and choose the FX I want, then export that specific effect. The idea is to save me uploading the entire asset into another project.

My issue is that, when I uncheck everything that I do not need, leaving only the FX object that I need checked, but do leave on: Include Dependencies, that when I import this package now, into another project, the Dependencies are not actually included. So, things like Textures, Materials are not there.

What is the point of Include Dependencies? I was thinking it should include any object, that this one selected object uses.

No?
Thanks

Further, regardless, is there a way I can achieve what I want, more easily?