When you import an .swf file into Premiere, it flattens the vector shapes.
Premiere doesn't do vector graphics.
If your imported .swf looks pixelated, you need to be sure
you are exporting to a high enough resolution .swf.
Adobe Premiere Pro Help / Transferring and importing files
Supported file formats
"SWF files can be imported with an alpha channel.
Audio is not retained. Interactive content and scripted animation
are not retained. Animation defined by keyframes in the main,
top-level movie is retained."
Thanks for the fast answer.
Too bad Premiere doesn't do vector.
I exported the swf in a higher resolution and it looks sharp, so it's fine.
Still, I think this is a big lack in Premiere then.
Hopefully one day they will fix something for this, a mix between AE and AP would be great software.