As the other answers say, GEDCOMs don't generally have a middle name field. We used to try separating a middle name out when importing GEDCOMs, but it resulted in too many mistakes (eg. Jean Baptiste being split into first name Jean, middle name Baptiste). So, we switched to just leaving it all in the first name field.
I wouldn't say that that's really "wrong", per se. While properly my first name is Lianne and my middle name is Elizabeth Marguerite, you could also say that my given name is Lianne Elizabeth Marguerite. The line between first and middle names is a bit fuzzy, I think.
That being said, you're welcome to change them manually in the profiles, moving the middle name to the middle name field when appropriate. We just can't automate it, since that information is not usually present in the GEDCOMs we're importing.