I have a site with 6 vocabularies and about 1000 nodes. When I import them in legacy, I sometimes get orphaned terms. Seems to happen if I select more than one vocabulary at a time to import, or if I select a large vocabulary with single heiarchy. Two or three terms will then be listed on the container page (although they are created as category-cat node types, and also show up normally in the tree). Also, the entire tree will sometimes show up as orphaned, even though it's also listed on the category outline page normally.
Finally, when importing, the terms seem to be applied willy-nilly to nodes that don't even normally allow the vocabulary, if I apply them one at a time.