Sections are not actually stored separately in the database. They (currently) only exist as text in your page's text. An import would not have changed the text in any way.
If you had sections that were acting as sub-sections before, but the levels are different now (i.e. h2 instead of h3), this could be due to a number of reasons:
There are improvements to sectioning in VaultWiki 4. If you jump levels, or if your level numbering is not consistent under the same level, VaultWiki normalizes them, so if you have -- 2 > 3, 1 > 3, 1 > 2 -- it becomes 1 > 2, 1 > 2, 1 > 2.
However, if the levels don't make sense at all (e.g. everything is collapsed to level 1, or successively a child of the last), then it is possible it's a parser issue. VaultWiki doesn't really have its own BB-Code parsing algorithm. Under vBulletin, we use vBulletin's algorithm. Under XenForo, we use XenForo's.
If I remember correctly, historically you had an issue with tag nesting due to vBulletin's WYSIWYG editor not generating valid BB-Code. The problem then comes when importing to XenForo, which uses a completely different method for parsing (recursive, rather than progressive). Not only is XenForo less forgiving when it comes to bad BB-Code, but XenForo's editor is much better than vBulletin's at generating valid code, so it doesn't have to be forgiving.
If the tags are very poorly nested, it's possible that the option values for one H tag may apply to a number of sections after it.
If you can provide an example of a page that exhibits the improper sectioning you describe, I can tell you more about what the cause might be.