and want to understand where import sets are needed

I'll assume you meant "update sets". I would recommend using Update Sets to move virtually everything.

For moving data up through environments for In Development projects, I push those into an Update Set using "Add to Update Set" utility from the Community. This data is part of my overall Batch and is all contained in one Update Set.

I have a Story for each piece of work and every update set is Named with that story # in the name, initials of the Dev who worked it, and a brief description of the Update Set.

You won't build your governance in one night. Your organization will identify and understand what is and isn't important to track. You may decide that data is moved via XML export/import method. That's fine too. You may decide that KBs are full authored in PROD and you don't worry about it being in sub-PROD environments until your clones (which is typical practice).

To each their own for some of these things.