Is it correct to say the consumer is importing a product when it's aliexpress shipping it to them?
They have initiated the transaction. It would be "shipping to them" if somebody is sending them something by their own volition.
Particularly if AliExpress is paying local VAT and import taxes (or at least dealing with the import paperwork) or even less if it’s from one of their local (UK/EU etc) warehouses
yes, aliexpress would not be shipping it if the consumer did not order it.
Unless AliExpress has a local entity, like they do in some countries, yes.
Of course. What situation are you imagining where a country imports a product without the seller shipping the product to that country?