The utility treats each checked-in locations as part of a track. But you don't actually follow the route to visit each places, right? That's why those locations won't be imported. You need to find a tool to convert those locations to tracks. Each track only contains one location. That will work.
Unfortunately my GPX export from Foursquare doesn't seem to show up in the application.
I used this utility for what it's worth: http://etgps.net/gps/4sq/