I've been struggling with importing media to wordpress.org from wordpress.com as well. I managed to import all posts however images were still linked to the old site. I was nearly crying as I realised the only solution was to manually download and upload over 200 large images post by post (exporting/importing smaller portions of posts didn't work either).
After testing some plugins I found one that actually imports your wordpress media automatically…Iautomatically. I couldn't believe but it actually does work. You have to go post by post but still it's better than manual download and upload. Here is the linkthe link if anyone is interested: https://wordpress.org/plugins/archive-remote-images/