Trying to use vector file, but looks pixelated when imported in Illustrator

Hi, I'm trying to use this effect

futuristic neon light frame with a glowing blue rectangular border, perfect for digital tech designs. Featuring a transparent, illuminated effect with LED flares, circular and oval shapes, and a mode Stock Vector | Adobe Stock

But this is how it looks when I paste one of the rectangles into my Illustrator file: 

Any reason why this would be happening? 

Thank you to whoever answers this!