Import External Data doesn't import

Hi guys, I have a worksheet that I am trying to replicate in another workbook using the "import external data" menu command. Everything seemed fine when I used this, but when I looked closer I noticed that some cells were not appearing in the destination worksheet.

I have attached a sample of the source document. Open a new workbook and try and import yourself!

The dates in column F just won't import!! I've tried a few different date formats and I've tried splitting the merged cell in the heading for that column of data but alas, to no avail.

Would love to hear your suggestions.

J