Scott is correct in that you need one additional operation on your Illustrator file before it will look correct in ProAnimator/Invigorator.
ProAnimator creates solid objects from outlines. And since the arrowhead arc is still a line in Illustrator (as opposed to an outlined object), we fill in between the start and end point.
In order to convert the arrowhead to an outline, select it and then use the Object> Expand or Object> Expand Appearance menu items in Illustrator. This operation converts a line (or stroke) into a filled object (as if you made a thin filled object that looks like a line).
Give this a shot and let us know if you still have questions.