This behavior:

Python 3.8.2 (tags/v3.8.2:7b3ab59, Feb 25 2020, 23:03:10) [MSC v.1916 64 bit (AMD64)] on win32
Type "help", "copyright", "credits" or "license()" for more information.
>>> import this.main
The Zen of Python, by Tim Peters

Beautiful is better than ugly.
Explicit is better than implicit.
Simple is better than complex.
Complex is better than complicated.
Flat is better than nested.
Sparse is better than dense.
Readability counts.
Special cases aren't special enough to break the rules.
Although practicality beats purity.
Errors should never pass silently.
Unless explicitly silenced.
In the face of ambiguity, refuse the temptation to guess.
There should be one-- and preferably only one --obvious way to do it.
Although that way may not be obvious at first unless you're Dutch.
Now is better than never.
Although never is often better than *right* now.
If the implementation is hard to explain, it's a bad idea.
If the implementation is easy to explain, it may be a good idea.
Namespaces are one honking great idea -- let's do more of those!
Traceback (most recent call last):
  File "<pyshell#0>", line 1, in <module>
    import this.main
ModuleNotFoundError: No module named 'this.main'; 'this' is not a package
>>> import this.main
Traceback (most recent call last):
  File "<pyshell#1>", line 1, in <module>
    import this.main
ModuleNotFoundError: No module named 'this.main'; 'this' is not a package
>>> del this
Traceback (most recent call last):
  File "<pyshell#2>", line 1, in <module>
    del this
NameError: name 'this' is not defined
>>> import this
>>>

This confuses users because the code of "this" is un the 1st time, but not the times after it. And "this" isn't actually imported after that; stranger is when you perform the correct import, it doesn't run.

Is this right?

Sorry, it's "of 'this' is run", not "un".

Trying using "import this" instead of "import this.main".

The latter does an "import this" and then attempts to load a "main" package that doesn't exist.  You're observed the expected behavior.  See https://docs.python.org/3/tutorial/modules.html#packages for more details.

Hope that clears-up your understanding of what is happening.