Please check that you have the newest version of black chocobo. Your saves work here correctly and i was able to import the all into one file with out issue. I cna't make you a steam folder you ahve to do that yoru self.
first open black chocobo then use file->import to current slot . and pick your first psv file.
then hit alt + right (move slot #2) and import your next psv
do the same for how ever many psv files your have
Save as PC format. save it whereever
then use file-> create cloud save folder . select your save path . it should pick out your id for you (its the numbers after user_ in your save path) then for file 1 select the pc file you just made.