If you are importing products from CSV as described in https://docs.woocommerce.com/document/importing-woocommerce-sample-data/, i.e. by using the standard “WooCommerce products (CSV)” tool, then you need to add "Meta: _alg_msrp" column to your CSV file. If you are using some other tool for importing then you probably need to set somewhere for the column to import to meta with _alg_msrp key.
Hope that helps. Please let me know if you have any questions.