Hmm that's strange. Are you using an older version of Blender? I use 4.1 and 4.2 mainly, but not sure if that matters.
I have to step out but I'll reply when I'm back. In the meantime I added an extra file to the downloads if you want to try importing it directly into unreal engine. I should also mention I don't use unreal 5, I'm still using UE4 (because UE5 is too powerful to make PS1 games imo)
That extra file was rigged with a different system so we will see if that one works. I'm sorry about this! It's the reason I haven't sold more rigged assets, because it's a compatibility nightmare lol