Backup and restore (SQLServer) databases
Though you can export a (SQL Server) database dump to a local folder on the server, you cannot import one from a local folder on the server. PLesk proposes to choose a file from a local folder, but - probably due to a bug - cannot import the database dump (says it find no file).
Sorry, but I can’t reproduce this issue on my test Plesk 17.5.3
Also I see no feature request here. It looks like support request. I suggest you contact support team of your service provider or Plesk support team.