Diran

I've recently got a Shiny Celebi thorugh glitching on the virtual console release of Gold, and, wanting to transfer it, exported the save and extracted the Celebi as a PK2 file. Though when trying to transfer it to my exported HeartGold save, this comes up: I load the save, then load my Celebi the same way by hitting "Open" and that's what comes up. Same with Gen 3: Is there any steps to transferring I'm forgetting? I'm sure there might be some detail I'm missing but I don't know exactly what it is. It might have something to do with my "Secure Data Value" but I searched it and couldn't get a clear answer on how exactly it might affect transferring. Any help or clarification would be greatly appreciated, here's the Celebi in question: