To answer your first question, I don't really know why that is, considering that I've never imported a saved game yet back into SoA, so I'm no help there. But about continueing on from that part in Suldennesular, it's an extenison pack that you have to buy called the Throne of Bhaal, which is an awesome way to end the game
Also, there's a mod out you can download called The Darkest Day that happens after the game, but ToB is much more worth while.
Hope this helps