I think I have figured out the cause for this. I’m using Studio R19 and was having the same issue. I tried a few different things, but finally figured out what to do to get around this “bug.” I tested this theory a few times now, and it seems to be holding up. Step by step below:
1. Import path file and uncheck the ‘Connect Splines’ and ‘Group Splines’ boxes in Adobe Illustrator Import window and hit OK

2. Select all the groups

3. With all the groups selected, go up to ‘Objects’ and click ‘Connect Objects + Delete’

4. This will create one spline

5. Create an Extrude, put the spline inside and that’s it!

Best,
Bran