Цитата:
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If you are loading a SWF file from another domain, and allowing it to be placed in a separate security domain, then you cannot control the choice of application domain into which the loaded SWF file is placed; and if you have specified a choice of application domain, it will be ignored.
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Укажите явно security domain.

Код AS3:
new LoaderContext(false, ApplicationDomain.currentDomain, SecurityDomain.currentDomain);
Мук называет это импортирующей загрузкой