If the path created in Illustrator has anything other than a simple stroke applied to it the path will turn into a shape. Check your AI file. Make sure no brush or effect has been applied to the path. Your paths look like they have an almost round brush applied to them in Illustrator.

Why are you converting these vector layers to shape layers? There are only 3 good reasons to do so and one poor reason. The good reason to convert to a shape layer is to use one or more of the shape layer animators like Trim Paths. The other good reason is to actually set keyframes for the paths and animate the shape of the path. The third good reason would be to make the converted shape layers 3D, add a camera and lights, export the comp as a C4D file, and extrude the layers using C4D lite so you can have complete control over the extruded shape layers.

The poor reason to Create Shapes from Vector Layers is to extrude the converted layers using the Ray-traced or C4D rendering engines. The reason this is a poor choice is that you lose control of the extrusion, lose effects on 3D layers, and dramatically increase render time.

If you are not using shape animators, animating the actual paths or extruding the vector layers converting them to shape layers is a waste of time.