I think think the only way to do what you would like is to save the images as a .cbr file from the backgrounds tab and render a .jpg of the same name - you could then add a folder into Carrara

Folder name

some_hdri_or_background.cbr

some_hdri_or_background.jpg

They should then show up in Carrara

A bit time consuming, depending on the amount of images you have I know, but you should be able to drop them into the scene.

Another way is to add the background to the background tab and save the scene making sure to tick the "Save Scene Preview" option - again a bit time consuming