You can add it manually in the Key Editor. At the bottom it will default to “Velocity”, but you can click on this and change it to “Sustain”, then import the correct data.
I’ve also seen users put their MIDI recording in Mix mode and “play” the sustain parts on their sustain pedal and merge the files.
It is odd that Sustain data would not import. Did you create the MIDI file yourself? What program did you use to create it?