Importing Sockets Correctly?

A bit late to the party, but I had a similar issue. What fixed it for me was giving the static mesh a root bone. So basically it look like this;

Root (Bone)  
  MyMesh (Mesh)  
    SOCKET_MySocket (Dummy)  

Not quite sure why this is necessary, might be a technical limitation or an oversight. Hopefully this info may help, though!