Project importer generates invalid PCB file

Description

Importing a project via the project manager generates an PCB file with invalid nets. This does not occur when importing the PCB standalone.

Steps to reproduce

Need to have both a .cpa and .csa file. Example BAESILICASTMEMS!B_RSR1121C.csa and BAESILICASTMEMS!B_RSR1121C.cpa from https://github.com/Avnet-Silica-team/ST-Sensor-Node-HW

1. Open KiCad Project manager
2. File -> Import Non-KiCad Project...
3. When the layer mapping dialog is displayed, do "Auto-Match layers"
4. Cancel the "Annotate Schematic" dialog
5. Save Schematic and PCB. Close pcbnew and eeschema.
6. Open the saved pcb file
7. Error Messages displayed

KiCad Version

Application: KiCad

Version: (5.99.0-7004-gdfddd19b17), release build

Libraries:
	wxWidgets 3.0.5
	libcurl/7.71.0 OpenSSL/1.1.1g (Schannel) zlib/1.2.11 brotli/1.0.7 libidn2/2.3.0 libpsl/0.21.0 (+libidn2/2.3.0) libssh2/1.9.0 nghttp2/1.41.0

Platform: Windows 10 (build 18363), 64-bit edition, 64 bit, Little endian, wxMSW

Build Info:
	Date: Nov 14 2020 10:01:04
	wxWidgets: 3.0.5 (wchar_t,wx containers,compatible with 2.8)
	Boost: 1.73.0
	OCE: 6.9.1
	Curl: 7.71.0
	ngspice: 32
	Compiler: GCC 10.2.0 with C++ ABI 1014

Build settings:
	KICAD_SCRIPTING=ON
	KICAD_SCRIPTING_MODULES=ON
	KICAD_SCRIPTING_PYTHON3=OFF
	KICAD_SCRIPTING_WXPYTHON=ON
	KICAD_SCRIPTING_WXPYTHON_PHOENIX=OFF
	KICAD_SCRIPTING_ACTION_MENU=ON
	KICAD_USE_OCE=ON
	KICAD_SPICE=ON