Your problem is most likely that what you are trying to import into Calibre are KFX eBooks.
If you have a Kindle, you need to configure the DeDRM plugin correctly and download all of your Kindle eBook using "Download & Transfer via USB" from "Manage Your Content and Devices" Once you have the DeDRMplugin configured correctly for your Ki dle (if you have one), the downloads will be able to have the DRM removed.
Now if you don't have a Kindle, you'll need to read the thread all about KindleForPC/MAC. I know it's a long thread, but read enough to be able to sort yourself out. You will need to delete all the eBooks you've downloaded and download them all again.
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