You need to set the import options with 3d curves or sketches ticked on in solidworks.
Sometimes the cures come in badly from Catia though I will warn you in advanced. Whether that is Catia's fault or Solidworks I don't know.
I think that you have too many steps. The more steps you have to export your files, the more risk of data loss there will be...
You should try to convert directly your CATIA V5 files to 3DPDF with this software. You can request a trial by creating an account on the website.