Hi have add the same problem too but it also seemed to cause a problem on the postmeta table which I had to repair.
I had three custom menus and although they had imported I needed to reallocate the correct menu and resave the widgets to get them to display as per jessedyck above.
So everything seemed great until I was doing some simple checks immediately after the widget transfer and all the nav menus just got screwed up completely and would not display correctly. I could not re-save the menu and ended up deleting the plugin and repairing the postmeta table to reinstate the menus.
I agree with jessedyck that this is a bug and could be a serious problem if it is corrupting database tables as well.It has got to be too much of a coincidence that the only time I have ever lost the nav menus was after using the importer.