Hello @Luisico and welcome to the Community :)
This is a known issue with STM32CubeIDE:
"Hierarchical projects cannot be imported with the option Copy into workspace."
For more details about the known problems and limitations, please refer to the STM32 MCU wiki at STM32CubeIDE errata 1.8.0.
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Imen
In order to give better visibility on the answered topics, please click on 'Best answer' on the reply which solved your issue or answered your question. Thanks