I think the whole clue, translated into less archaic English, is supposed to mean "A 'double entendre' can give different meanings" ! (This old sense of "import" is given in Chambers).
Many thanks, Greedy Kite. That seems the best explanation. I knew of 'import' = 'meaning', but clearly I had misread both 'afford' and 'one' (not an indefinite personal pronoun here).