It's quite possible that the new version of FM can't communicate with the [older?] Visio app that you are using.
OLE technology has been slowly deprecated by Microsoft over the years (see: https://support.microsoft.com/en-us/kb/86008) and really has never been a reliable approach in FM. With OLE, FM makes an internal metafile version of the linked graphic for storage along with the link. This is effectively the same has having the overhead of an import by copy and all associated short-comings.
For best output results from FM, modify your workflow to create PDFs from your Visio files and import those by reference into FM.