Are your tags/labels already configured in the Sprintr environment?
What I did is, import stories with labels, seperated by ; and imported. First time there where no labels, so I exported the stories and copied the IDs to the file with the labels, then tried to import again and that gave me a few validation errors because the labels where not configured.
Hope that helps.
EDIT: Bug/Feature request that importing the tags on first import should work?