I just spent 30 minutes verifying this behavior: import new lesson, specify while importing and before saving to add the new lesson to a course with four previous lessons. Tried this three times and noted that lessons were never created even after the “successfully saved” lessons. Verified I had the proper language selected, etc.
The only solution was to first import the lesson leaving the course to the default “Quick Imports.” Then edit the lesson to add it to the course.