Hello:
Import processes are rather particular about things.
First, when you are importing, what fields (columns) are selected? Open the "Import Budgets" screen and look on the tab called "Field Selections". You really only need 14 fields: Account, Department & 12 monthly Budget figures.
Secondly, one way to make certain that an Import file is correct, is to Export it first. You could Export the Budget (again ensuring that only 14 fields are selected), fill in the missing months and then Import it back.
NB: These notes apply only to Ledger version 9.0. If you are using 8.1 or older, the Import process is different.