So in here you were trying to import the Employees(child) data under departments(parent). Initially while importing the file you had defined the employees list to go and sit under the respective department. But the departments list members were absent, so Anaplan did not find the correct parent under which it should load the Employee data, that is why it threw the error. After when you created the department list members Anaplan was able to locate the correct parent, so the data got loaded with ease.
I believe there would an import that needs to be done for creating the departments list. In the above case the departments were very few, that is why i advised you to create manually. Suppose the data would have hundreds of entries, it would be difficult as well as error prone, to manually type in the data. So in that case an import from csv would be the best option.
In the end its you who has to decide how to feed the data into the model seamlessly and keeping it error free.