Captions aren't migrating on Wordpress XML import

Please look at: http://192.185.143.110/~gllgetal/index.php/entry/winter-2013-style-guide-accessories

As you can see immediately that Wordpress captions are not migrating properly. The HTML is importing as:

[caption id="attachment_3471" align="aligncenter" width="408"]<a title="Titanium Dog Tag" href="http://www.amazon.com/dp/B0041FJ1V4/ref=as_li_ss_til?tag=lifestyle0bc-20&camp=0&creative=0&linkCode=as4&creativeASIN=B0041FJ1V4&adid=0ZR0SP7K50EFC6VEAHD5" target="_blank" rel="nofollow"><img class="size-full wp-image-3471" alt="Titanium" src="/http://www.gll-getalife.com/wp-content/uploads/2013/11/Dog-Tag.png" width="408" height="518" /></a> You can wear dog tags with almost any outfit. They have a clean, cool look. Wear them alone or a couple together. Or you can wear one with another necklace. We don't recommend getting "cheap looking" dog tags that look like they were part of a GI-Joe dress up kit.<br />

And instead should be importing as:

<span class="thumbnail"><a title="Titanium Dog Tag" href="http://www.amazon.com/dp/B0041FJ1V4/ref=as_li_ss_til?tag=lifestyle0bc-20&camp=0&creative=0&linkCode=as4&creativeASIN=B0041FJ1V4&adid=0ZR0SP7K50EFC6VEAHD5" rel="nofollow" target="_blank"><img src="/http://www.gll-getalife.com/wp-content/uploads/2013/11/Dog-Tag.png" alt="Titanium" width="408" height="518"></a> You can wear dog tags with almost any outfit. They have a clean, cool look. Wear them alone or a couple together. Or you can wear one with another necklace. We don't recommend getting "cheap looking" dog tags that look like they were part of a GI-Joe dress up kit.<span class="caption"></span></span>

or something similiar. Please advise. Using version: 3.9.15188