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There is not direct way to add SFTP imported contacts into a shared list.  That said, there is a workaround, but not necessarily the most straightforward approach.  Take this as-is and feel free to modify as required per your use case.

For all new and updated contacts from the SFTP file:

- In your SFTP feed, add a new field in your data.  This will be a flag you use to identify SFTP records, thus all records will have the same value in this column.  Add the corresponding new field on the contact record.  Update the field mapping for your data import.

- Setup an Update Rule to always set the contact field to blank (or un-flag the record).

- Setup a segment in your campaign to filter for contacts with this flag "on", run the contacts through the campaign.  Depending on your campaign, you may or may not want to allow contacts to enter campaign more than once (campaign settings).

- At the end of the campaign, send the contacts to a program to run the Update Rule (to un-flag the record).

Note that there will be a delay with the use of Program Builder, where the timing will depend on the run mode.