In Options (Edit > Options...), in General tab, there is "Open only one dataset at a time". If it is checked, if you import data by using the menus and dialog boxes again, the new one will replace the previous one. You can also paste the syntax.
Alternatively (no need to check "Open only one dataset at a time" option), if you import data by using syntax, just remove DATASET
command(s) (DATASET NAME
, DATASET ACTIVATE
) in your syntax. The active dataset will be unnamed. If you import again, the new one will replace the previous unnamed dataset.