AFAIK, the BIN format of the scope is not same as BIN format of AWG...
You import through EasywaveX, where you can also directly import from scope and send to AWG from software, provided instruments are connected to PC.
And yes, you might think that it could/should work, but scope BIN file is much more complicated. Format supports different types of channels (Math, normal, digital) and multiple channels at the same time. So there is no easy way to import it to AWG.
Also there are 4 BIN formats for the scopes, as the scopes gained 16 bit internal format and such.