It's sure long time ago since I took a peek at Musescore, but i never used it much for anything else than a littlebit of testing.
If I remember it correctly, it is possible to import a midifile as well as export, but again, to be 100% sure about it I have to look into the software again.
Don't have it at my new PC.
Here is a link that may be useful:https://musescore.org/en/handbook/midi-import
here is 'handbook' indexhttps://musescore.org/en/handbook
and some tutorialshttps://musescore.org/en/tutorials
and 'how to'https://musescore.org/en/howto
Hope this is for any help, but maybe some others here are more experienced with this software than I am.
Also if you Google 'import midi to musescore' you'll fins some videos and stuff.
Why PM don't work I dont know, I'll look into my preferences to see if any settings are not as it should be.
Good luck, all the best from the west coast of Norway.