The Jira docs (http://confluence.atlassian.com/x/JAfuDw) say that to import multiple labels to put them in separate columns. However, the importer wizard doesn't show the Labels field the multiple column CSV field.
Have you tried creating CSV file with several columns with the same name (e.g. Label) and import it?
e.g.
Summary,Label,Label,Label
issue1,label1,label2,label3
issue2,label2,label4,label3
If it does not work - that's most probably a bug (regression) - raise then an issue at https://studio.atlassian.com/browse/JIM
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