Hi,
Hard to say. If you have a categories_image column in your CSV, then yes, it would explain why the image is removed every time for the categories in the CSV since it means that you want to update the image of the categories.
You can't put category images in sub folders with the interface. You could do it by modifying the entry in the table hikashop_file in your database via PHPMyadmin and the file itself via FTP, but I doubt that it would change anything if the problem comes from the CSV reseting the image of the category.