Starting with a 4K video that had no audio channel, a lossless export produced the same, but with a flat-line, silent audio channel as you note. It is the same in 7.25 and 7.02.
It's not clear what you mean by not letting you "bring it in" or "the video is not the same." Are there actual error messages?
Either the original or the lossless loads here, irrespective of the fact that the latter has a silent audio track.
If you're using Proxy Editing as described in the 'sticky' post near the top of this forum's index, then both files must have exactly the same name and path or VP won't understand.