Your last argument is quite valid.
proper java application requiring java.awt.* also requires java.awt.event.* then why not have them as a single entity?
But we need to consider all the use-cases here, which is not just an "AWT" app built in Java,
.* in common "bash" sense suggests all the files BUT NOT folders (read,
packages in Java). So its not a good idea to reference everything that falls under certain package, be it a sub-package containing thousands of classes that you don't really need during compilation.
import is designed to import classes which are referenced, and not packages, and that looks natural too. However, for specific needs like one you have, smart IDEs were born.