Import your FetLife Writings and Pictures to your WordPress blog as posts.
Most likely, it's because you haven't written any captions on your FetLife Pictures. You need to make sure that each of the pictures on your FetLife profile has its own (unique) caption, so WP WordPress Importer won't think it's already imported that picture.
Because FetLife is a corporation that doesn't give a shit about you. I'm serious. Check out the following resources: