Yes, we thoroughly looked into this and here's what we found. This merchant is not storing the breadcrumb path in the "category_path" field in their data feed. We did however find the breadcrumb path in the "merchant_category" field, which is not used by our system.
We will modify our importer script to take this into consideration and then run an update so that the new field is added to the tags system. But, this will take a couple of weeks.
I will update this thread when this is finished.