Actually, it has. LightBurn transfers colors from source files if those colors have the “right” color. Each layer in LB has a specific color code and only if the lines in your source file match that color code, they get assigned to that layer. If not, they are assigned to the standard / the active layer (I think).
Personally, I don’t want to have layers pre-assigned, so I like that importet SVGs etc. are put on my standard layer, but if you want to do this assignment before, make sure to select the correct colors: