It took quite a bit of digging, but I was looking for the same thing. You’re close. Simply copy an AI path into memory. Back in After Effects, create a new shape layer. Twirl it’s arrow down. Click on the add button, and select path. Twirl down the arrow next to Path 1 (the one you just added), then select the word “Path” under Path 2. And now paste your.
For more info see: https://layersmagazine.com/shape-layers-after-effects.html