You are importing them correctly. You could add something into your process that if Created date is today it will auto approve them. Or you can do a bulk action on them to approve them all. Just create a query that shows all articles. Highlight all the ones you want to approve and in the middle section should be a action to Approve (or whatever your process says). This will take that action on all the items as long as your mandatory fields are filled out.
The bulk action kept timing out on me, but I was able to submit them all in chunks. Thanks!
Simplest approach is to create a boolean on the knowledge article object named 'Imported Article'. Create a decision in your process that checks for this attribute to be true. If it is true link to the approved status.
Then in your source date have a reference to the above attribute with a value of Yes or similar.
Create your data mapping as normal and map the 'imported' attribute making sure you specify what denotes a true value.
Run your import and all articles marked as 'imported' will go to the approved status.