The brain key is used to derive private keys deterministically. When you import an account key into your wallet, these are not cryptographically linked to the brain key of that wallet, so they cannot be deterministically generated.
When you import an account, go to the Permissions tab and clock your public key, you will see this:
Which shows that this is non-deterministic, and where the account was imported from.
I haven't messed around with the account permissions all that much, but I think it should be theoretically possible to swap out the permissions of a non-deterministic account to enable recovery of said accounts via brain key.
@svk, any thoughts on this?