Ah, that’s unfortunate. Can you point us to the YouTube video that you referred to?
As Rondo suggests do make sure; 1: you selected some or all brushes to import and 2: which Group you imported them too i.e. their own group or into another by accident, thus making them hard to find.
But it is true that sometimes a particular brush set may not import. Why I don’t know but it would seem that not all PS brushes are created equal!

99% of my imports have worked but just occasionally I too have had a couple of “no shows” as well. But mostly it works fine.
A workaround for ones that won’t import is to create your own “sticker sheets” of the brush head images and bring them into AR, (if you are desperate to use a particular PS brush head).
The easiest way to get the brush head image is if you have an app like Brush Pilot which can export black PNG images of PS brush heads. Take one of these exported images and convert it to pure red i.e. R=255, G=0, B=0.
I don’t know, but can PS just export the brush head image as a PNG file?
If not then create a reasonably sized document in PS (or equivalent app) with a transparent background, perhaps between 500 to 1,000pixels and make a large single “stamp” with the desired brush. Again it needs to be in pure red.
Export that as a PNG.
Once you have a red PNG it can be used as a sticker sheet.
Open the ‘Stickers’ panel,
Make a new group.
Above the area now saying ‘Empty Group’ click on the button named ‘New’.
In the window that opens click in either of the lefthand squares named ‘Colour’.
A navigation window will open, so navigate to your recently made red PNG and select it.
Deselect the button named ‘Shadow’ and lastly name your new sticker sheet.
Click OK.
To use it open the Sticker Spray tool Settings panel click on the currently loaded stickers name and from the pop-up navigate to your newly created sheet.
Next click Spray Variation to access all the settings available and start tweaking things to taste. When you have results you like, save it as a new Preset.
Once you get the hang of making sticker sheets you can start combining multiple PS brush heads into one sheet which can give a more varied look to strokes than you can get from just one brush head image. It's worth experimenting with.