Thank you and welcome on the Mac!
On the Mac, operations that can be undone easily are usually not guarded behind confirmation messages. You can always use Edit → Undo or ⌘Z in case you accidentally remove a tag.
It's answered here: Frequently Asked Questions → Can I import data from Windows?
Importing
.mtaaction groups is available since Mp3tag for Mac v1.4.4. Other settings can't be imported at the moment and it's unlikely to be implemented.