Good point Mr. P
I was looking at his issue in a different way. I was under the impression that he was trying to import all his files from the past. So in that case there would potentially be raw, jpg's, psd's, ect.. in the same folder. when you go to import them into Lightroom it won't import all the files for you if the names are the same.
Thats the issue I had encountered. What your saying is a different than the issue I had. However what your saying makes perfect sense!! If you export it as a jpeg you should not need it with a raw version still in Lightroom.
However when you right click and image and go to Edit in Photoshop. Lightroom then prompts you to edit the origional or with Lightroom adjustments. If you choose Lightroom adjustments it creates a PSD (or tiff depending on settings) and opens the new file in PS. That file is also in Lightroom however, because you never exported it.
Lightroom is Awesome
Jay