My suggestion was to actually save the file to your computer, and then import it, but nobody told me if that actually worked or not.
I added something on the playlist page, below the url to copy and paste, there is a link with the url.
Right click on this (or click and hold, depending on your macos version and # of mouse buttons) and save the file somewhere on your computer.
Then open up iTunes and go to the import menu. Instead of pasting the url, locate the file you just saved.
Please let me know if this works