Creating hierarchy

The hierarchies created after the import doesn't look right.

The first time I imported this file

Handbags & Accessories,Handbags,Crossbody
Handbags & Accessories,Handbags,Hobos
Handbags & Accessories,Handbags,Laptop Cases
Handbags & Accessories,Handbags,Satchels
Handbags & Accessories,Handbags,Shoulder Bags

I got

Handbags & Accessories
-Handbags
--Crossbody
--Hobos
--Laptop Cases
--Satchels
--Shoulder Bags

Which is fine. Then I imported the file below

Men,Active,Jackets
Men,Active,Pants
Men,Active,Shorts
Men,Active,Tops
Men,Active,Golf
Women,Petites,Cashmere
Women,Petites,Coats & Jackets
Women,Petites,Dresses
Women,Petites,Jeans
Women,Petites,Pants
Women,Petites,Skirts

But this time I got

Men
-Active
--Jackets
-Active
--Pants
-Active
--Shorts
-Active
--Tops
-Active
--Golf

Women
-Petites
--Cashmere
-Petites
--Coats & Jackets
etc.

Why is it putting them this way? It seems it only works when you have one vocabulary and one term. Is there any way to do this? I have a lot of categories and would rather not load them one by one. Thanks.