This article does not state that there is a limitation on importing KPIs from SSAS, however, they are not available in SQL 2012 SP1 Tabular models.  We can import them from multidimensional models only.  Is there an update coming for AMO?

technet dot microsoft dot com en-us/library/ff979276.aspx

Import SQL Server Analysis Services KPIs 

To import KPIs

1. In the Select KPIs to Import page, wait for the list of any KPIs that have been defined in the Analysis Services cube to appear.

   Tip:
   The number of KPIs that might appear depends on the data source that you are using. For example, you might see only one KPI, or there might be no KPIs. If you do not see a KPI that you want to use, click the Previous button, select the Create KPIs from SQL Server Analysis Services measures, and then click Next.

2. In the Import column, select the check box for each KPI that you want to use.

3. Click Next.

We are having this same problem, we're connecting to a In-Memory tabular cube in SSAS SQL server 2014 and using PPS through share point 2013, we've added a version 12.0.0.0 of Microsoft.AnalysisServices.dll to our sharepoint server and configured it successfully. However when we try and 'Import SQL Server Analysis Services KPI' there are still none listed (sometimes a blank check box row appears,stalls and disappears). In this instance we're interfacing with a very basic cube. The KPI's are showing up fine in excel and no errors during cube deployment. Anyone got any ideas?  - Dynamics ERP 2013 R3 MPOS Customer