Try what Itai said, using the Lightroom settings to recognize dot (.) and/or slash(/).

However it should be noted that the exporting application you are using is doing it bad, because the exif information exported should be in a list. This list is what any application will first look for. I think your application only creates a single entry with all the words in it. Using Itai's suggestion should fix this, as Lightroom then will check for a dot or slash.

To illustrate good list:

<keyword>Australia</keyword>
<keyword>2012</keyword>
<keyword>Sunset</keyword>

Bad:

<keyword>Australia, 2012, Sunset</keyword>

To the user all of this should be transparent, and many applications will display all the keywords in the manner "Australia, 2012, Sunset". To say that your application is wrong is a bit dramatic, it has been very common even if today most applications use the "good" way.

Hope this shows why things are happening the way they are. I shall not explain more as it is outside the scope of this forum.