Not sure if this a bug or not, I created 4 slide master templates then tried to import them into a new project. It seemed to only import one master and not the other three (i.e. the first master it found) so I ended up with one slide with its template and three blank slides. I tried storyTemplate file, copy and pasting masters across, pretty much everything.
I then downloaded on the examples on here and noticed that all the examples are under one slide master template - so I put all my slide templates under one master and it works fine now! So I guess create all your templates under one master and it will work fine.