when you get the error message you should notice the palette is loaded in the boxes (below the error message)
simply screenshot that, or write down the values for each color.
then reopen the APE and manually type in each Value...
yes, time consuming and annoying... but it works.
Not if the .pal is 256 colors. You can index your image down to 16 colors, then increase the color depth to 256 and export. Then when you import the palette in APE it will load correctly. No need to do any manual copying