Not sure why this hasn’t been fixed by mozilla yet but the latest versions of Thunderbird will not import from Microsoft Outlook at all.

To do this you need to install version 31.8.0 which can be found right here: http://ftp.mozilla.org/pub/mozilla.org/thunderbird/releases/31.8.0/win32/en-US/

After you have imported you can update to the latest version without issue.