Unfortunately it's not all that uncommon for PPT import to suffer a bit. Think about it. Captivate is attempting to interpret content in a foreign application and convert it to what Captivate understands. And sometimes that doesn't happen all that cleanly.
Not sure about the high fidelity option. Although I probably should, I don't maintain a grid listing every conceivable feature and in what version it appeared or began working correctly. It's possible that the option didn't really appear until version 7. And I'm aware that the option is not available if the file was saved as a .PPT. I believe the file must be saved as a .PPTX in order to see that option.
One of the things you might wish to try is to launch Captivate, then launch PPT and have PPT play the presentation. Then record it using Captivate. Taking that approach should seamlessly capture all your animations and all should look exactly as you see it from PPT. You would likely do best with this by using the Video Demo type of recording in Captivate.
Which version of 6? I have High Fidelity option, but I'm on 6.1.
The High Fidelity option is available on 184.108.40.206 version as well.
Are you publishing it as HTML5 or SWF? The animations are not supported in HTML5 output.