Hi,
I have taken a look at it and I am also seeing this issue. If I import the morph target and then either save and reopen the project it works, or if I Reimport the mesh it also works. There may be a setting that is interfering though. Go to your Project Settings < Engine < Rendering < Optimizations. Look for the Use GPU for Computing Morph Targets Settings and see if that is enabled. If so disable it and then try importing your assets and let me know if this works for you. I also have linked a screenshot below of the setting that you are looking for.
-Thank you