moving mail folders to gmail labels - sublabels and hierarchy is lost
The key is that this process doesn't seem to make the top-level folders appropriately.  

1) In gmail settings add a label with the missing top level.  For example, for my example above, If I create a label called Group then instantly the sub-labels get properly moved to it automatically.

i.e.

Group (messages)
Group
|- SubGroup1
|- SubGroup2
   |- SubSubGroup
   |- SubSubGroup (messages)


2) Manually move the (messages) emails to the new label (i.e. move everything in Group (messages) to Group and from SubSubGroup (messages) to SubSubGroup ).  Repeat this for the missing labels further in the tree

You'll then be left with the appropriate

Group
|- SubGroup1
|- SubGroup2
   |- SubSubGroup