Location of Message Field or Policy Configuration disappears while importing and there is no mention of it to be found in deploy.xml.
You can reproduce the case by creating a message field in one AMS with one message field evaluator. Export the message field from Platform Configuration > Message Field > <your field>. On the target AMS, delete any similarly named message field and import the deploy.zip created by the source AMS and you will find that there are no MessageFieldEvaluators for your message field.
This can be resolved by selecting the Message or Flow Field assignments in Network Configuration for specific site or custom site criteria while exporting the message fields. This will keep the specific site or custom site criteria with message fields while importing in another environment. This step is easy to miss because the export wizard usually resolves and shows all the dependencies except for this particular case.
Message Fields exported with the recommended steps above will retain their MessageFieldEvaluators.