The current behavior is to replace values that can't be mapped to the target lookup table will null if the column is not required. If you change the WithFk.Lookup column to be required, we will fail the import with an error message similar to:

Could not convert 'Foo' for field Lookup, should be of type Integer; Missing value for required property: Lookup

That said, it is a little confusing so I could imagine that we could change the requirements to be a little more strict instead of converting the value to null.