I agree with @ksaxena.
It would be great if for compliance packages you could import these against a regulator which I think is correct. However When in Compliance Management you should select the compliance packages you want to benchmark your own company against.
When in Third Party Audits when you select Add New should then give you the options to select the compliance package and the third party you want to benchmark against that compliance package.
Sometimes you may want to benchmark a supplier against a different type of compliance package than what you benchmark yourself against.