Let's say we have 3 different modules, all domains: sales, work, and materials. A customer places an order, someone on the factory floor needs to process it, and they need materials to do it. Materials know what work they are for, and work knows what order it's for (there's probably a better way to do this. This is just an example).
On the frontend, users want to see all the materials for a specific order. You could have a single query in the materials module that joins tables across domains. Is that ok? I guess in this instance the materials module wouldn't be importing from other modules. It does have to know about sales though.
Here's another contrived example. We have a certain material and want to know all the orders that used this material. Since we want orders, it makes sense to me to add this in the sales module. Again, you can perform joins to get the answer, and again this doesn't necessarily involve importing from other modules. Conceptually, though, it just doesn't feel right.