I have a course called "Gradebook Template" that is completely blank of content - it just has the gradebook set up with the categories that I need for my other courses.
Should a course import/restore fail to pull in my gradebook categories, I then do a course import of my Gradebook Template course to get the category structure. Could you give that a try? It works solidly for me as a back up.
There is no option in a course restore/import to just select gradebook categories. I find that gradebook categories typically transfer without fail only when I don't cherry pick which activities to back up/import (ie. doing a full import). Can you explain your steps you take when you do an import? maybe it will help narrow down what's going on.