Why are sale prices not imported from Amazon?
When you process an inventory report in order to import your products from Amazon to WooCommerce, WP-Lister can only use the information contained in this report or which is can be requested using the Amazon MWS API.
Unfortunately, there are no columns for sale prices and dates in an inventory report - and the public API doesn't return that information either.
You're welcome to contact Amazon Seller Support and let them know that you need an inventory report which contains sale prices as well - if enough sellers request that feature, they would hopefully consider implementing it in the future - but as of now, there is no way to properly fetch this information from Amazon and use it for importing products to WooCommerce.
See Amazon's help page about Inventory Reports for more information.