I made a slight change:

Sub Import_Data()

Dim FileToOpen As Variant
Dim OpenBook As Workbook
Dim x As Integer
Dim lcol, lrow As Long
Dim ws As Worksheet

Application.ScreenUpdating = False

For Each ws In Worksheets
    ws.Calculate
Next ws

MsgBox ("1. Please select the LATEST time period file.")

FileToOpen = Application.GetOpenFilename(Title:="Browse for your file & import range", Filefilter:="Excel Files(.xls),xls")
If FileToOpen <> False Then

ThisWorkbook.Worksheets(10).Range(Cells(1, 9), Cells(Rows.Count, Columns.Count)).EntireColumn.Delete

ThisWorkbook.Worksheets("Temp.Sheet").Cells.Clear

Set OpenBook = Application.Workbooks.Open(FileToOpen)

With OpenBook

    For Each ws In Worksheets

        With ws
            lr = ThisWorkbook.Worksheets("Temp.Sheet").Cells(Rows.Count, 1).End(xlUp).Row

            lcol = .Cells(7, .Columns.Count).End(xlToLeft).Column

            lrow = .Cells(Rows.Count, 1).End(xlUp).Row

            .Range(.Cells(7, 1), .Cells(lrow, lcol)).AdvancedFilter Action:=xlFilterCopy, _
            CriteriaRange:=ThisWorkbook.Worksheets(10).Range("C25:G27"), Copytorange:=ThisWorkbook.Worksheets("Temp.Sheet").Range("A" & lr + 1), Unique:=False


        End With

    Next ws

End With

OpenBook.Close False

Else

Exit Sub

End If


If WorksheetFunction.CountA(Sheets("Temp.Sheet").Range("A8:XFD18")) = 0 Then

    Sheet10.Range(Cells(1, 9), Cells(Rows.Count, Columns.Count)).EntireColumn.Delete
    MsgBox ("No data found as per the criteria.")
    Exit Sub

End If

End Sub