Fixed in the next release.
For MediaWiki > 1.9, the importer was actively merging the # to the target name, rather than applying it towards the section field. I wonder if this part of the importer was written prior to May 2014, when vw_redirect.section was separated out, and was overlooked as needing to be updated to reflect that change.
Also fixed: for MediaWiki < 1.9, the importer was incorrectly pointing all redirects towards the wiki index.