I've heard about a bug, that might cause him to not appear, but I don't know if that's true. He might not appear if you visited zone before you got quest. Try to avoid it before you get the quest, maybe that's the case. Or maybe you just imported wrong save file.
Are you sure that you're importing the correct save file? I have all my save files listed in import, but only 1 of those is the correct save. You need to import save file that is created AFTER you end the game (autosave_xxxx.sav). I think if you import save before the ending it will assume that you killed Letho (haven't tried myself).