Dang that is strange. Best bet would be to send in a feedback to staff and ask to have it checked out. I always suggest that you also include a link tho this thread so that they can see we have discussed it.
I am having the same problem. I imported my posts from my blogger account to wordpress succesfully, but there are no months added in the “archives” area, even though I have posts from 2003 throughout 2006. I only see September and October 2006 (My wordpress blog).