Hmmm, yeah the usergroups have permissions set to use signatures. I would have expected that when I went into my user profile to change my signature, that I would have had my old one in there from the VB import.
They do import. The only situation where it may not is if the account ended up merged with the primary admin account created in XF, though I'm not positive how that situation works off hand (the user ID 1 special case). Signature import is part of the user import, so there isn't really a way for the signature to not come across if the user was created.