The downloaded archive of the KDE mailing list is not a mbox and therefore can't be imported in KMail. https://mail.kde.org/mailman/private/kde.mbox/kde.mbox
This is a Mailman 2 archiver compliant mailbox, and contains extremely historical content dating back to 2002. That it is not a "proper" MBox file is therefore sort of expected. We don't provide MBox archives of our mailing lists as a general rule, you are utilising a hidden interface of Mailman 2 which isn't guaranteed to work.