The only user groups we merge when importing are the default ones which are Unregistered / unconfirmed, Registered, Administrative, and Moderating.
Any user groups which you have added yourself (such as "Banned Users" as that isn't something we create by default) won't be merged, so it is possible to get duplicates. This is the most sensible thing to do because otherwise it would be difficult for us to truly ascertain which groups are duplicates. The only way we could do it is by name, but then that group on one forum may be configured to the group with the same name on another forum (if that makes sense).
There may be ways you can merge these groups though. First thing to do is probably rename them all so you can identify them more easily.
Using Batch update users, you would find all users who are a member of, say, the first banned users group and remove them from that first banned users group, but add them to the second. And so on. Once you have moved all of the users to the desired group, you can then delete the groups that no longer have any members.