An import that results in a file type of KFX-ZIP indicates that something went wrong, possibly with DRM removal.
For help with diagnosing DRM problems ask at Apprentice Alf's Blog or Apprentice Harper's GitHub. (Detailed help with that topic is not allowed on MobileRead.)
For alternatives to KFX import see:
Dealing with Kindle for PC/Mac 1.19 and KFX in calibre.