When you export the file, you should make sure that the file ends in a recognizable eof-character. Explicitly put a skip at the end of your exported file.
Progress only imports data that can be read as 'a line of data'. So each line in an exported file should end in a newline character. So if you put a skip after your last line, this line should be imported also.
(this can be found in the help file about the import statement).