Quick question:
When I scan a private key with mycelium, how does the app treats that key ? It obviously keeps the key (temporarily or not) waiting for me to act, but what happens to that 'data' after I scanned the key ?
It treats the key seperate from your Master Seed generated keys.
This means, you need to do an additional backup since that pkey is not part of the Master Seed word list.
This new key is in cache files stored on your device. So, if you do something like delete the associated files on your device, it will lose everything. So, to put them back in, you need to start up Mycelium and either start a new wallet or restore the master seed word list, AND then restore the scanned private key.
The above assumes you mean importing of the private key as a wallet address for normal use. You could have also meant something like... What happens to a pkey used as a spendable cold storage, but that isn't considered importing, but rather simply using it.
Everything stated above is a basic response to your question; however, if you want a technical response, I can't answer. (As in where in memory, what file, etc)