This actually should work. You just need to copy the content of the pem file to the private part of the key when copying it into Termius app in the Keychain section.
We’ll double-check it.
If you have any other problems please contact us here – http://support.termius.com/
ThanksErdinc Keloglu commented
not working for linux version, too. i'm on ubuntu 18.04.1 LTS. when i import pem key, it asks for a password and cant login.