Hi Kevin,
Unfortunately, this is not possible at the moment. Sorry for the inconvenience, it doesn't sound like a particularly fun thing to do. Perhaps this could be another one to add to the Ideas section?
To make your life easier, if you click on the Delete button with either the middle mouse button or Ctrl + left click, this will open up a new tab and at the same time delete the import rule, without reverting you to the Import screen. This speeds up the process significantly, as you are remaining in the right screen, without having to switch back and forth. Of course, you may have already done this and still don't fancy the process :)
So, to make your life even easier, if you send us a ticket and let us know the name of the client in question, we may be able to help out :)
Have a great day!
Mia