In this case, please kindly note that Ali Orders app only supports for importing products, and auto fulfillment of order on AliExpress.
The integrated function "Import Ali Reviews" from Ali Orders app is only available when you has installed Ali Reviews app also.
If you has NOT installed Ali Reviews app yet, it will direct you back to your Apps in Shopify admin.
If you got Ali Reviews app and want to import all reviews from Ali Orders app, easily for you just click on "Import Ali Reviews" button, and make sure that you have logged in Ali Reviews app at the same time.
I hope this might be helpful for you.
Should you have any other concern, feel free to contact our Support team via our live chat channel by clicking on the bottom right icon inside app, or our email at firstname.lastname@example.org.