Support is somewhat behind on responding to requests so you might need some more patience…
Unfortunately I have no experience importing playlists. But I do have one question: do you have purchased (or imported) music on Apple Music? Or at all tracks from an Apple Music subscription. Although the latter would allow a local download to Apple Music, I believe it is not accessible for Roon. The same is true if you have downloaded an atmos or hi-res version of AAC tracks you might have purchased.
As for you question on playlist folders: there is no support for this in Roon at this time. There is a feature suggestion for this: