I was actually thinking about this old thread, Gray Scale cut depths - #18 by sketch42 , he was using corel draw, not illustrator. Sorry
You might be trying to put the lines too close together. I do this all the time, but I don’t use a drawing program to create my SVG’s, but the import and depths works great. You can’t use the gradient tag in the SVG’s though.
Can you post the SVG’s that you’re creating.