Site import will not download the actual php files from your site.
site import will download the static results that are displayed in the browser after the PHP server has processed the page.
Site import is very similar to browsing to a site and going to File -> Save As, the difference is that it does it automatically, for the entire site, and recreates the linking structure to give you working copy of the site.
What you end up with is a static copy of the site.
if you just want to download the actual php pages, you should use Dreamweaver or another FTP program.