Going opinion is that on import FCP X optimizes all your media. However, with some formats, this function is greed out. Apple finally cleared this issue and says that formats that can be edited natively don't need to be optimized - a no-brainer - and, therefore FCP doesn't let you do so.
Not mentioned: MPEG files unwrapped from Canon MXF
If you insist on having your files in ProRes, you still need to transcode them in Compressor.