Aerothorn: I had the same issue - then I realized I had my save game in a backup location. Witcher 3 will only look for it in the standard Witcher 2 save game locations, which are as follows:
Default for A. boxed, B. non-Steam digital, and C. Steam if Steam Cloud was never activated:
Windows XP:
c:\Documents and Settings\Administrator\My Documents\Witcher 2\gamesaves
Windows Vista/7/8:
c:\Users\<your username>\Documents\Witcher 2\gamesaves
Default for Steam if cloud saving was activated, even if you deactivated it later:
c:\Program Files (x86)\Steam\userdata\<your Steam user ID>\20920\remote (32-bit Windows: c:\Program Files\The Witcher 2)
Note that I used the first option - I'm not sure if it's intelligent enough to check for Steam Cloud saves, which may be your issue. So just create the "witcher 2" directory and drop "gamesaves" in it if you need to (I just did, and now it works fine).
You're a life saver Aerothorn! I know this is a very old post, but still. You saved me as I tried for over 40 mins to import my Steam W2 to my GoG W3 I was totally doing it the wrong way. I had dragged my W2 saves into my W3 saves thinking they'd be read that way lol