A known issue, since Fireworks is a dead application and no longer supported or developed since May 2013, and Illustrator CC's format is incompatible with FW.
You have a couple of options:
If you want to copy objects from Adobe Illustrator to Fireworks, change the color format from CMYK to RGB. Fireworks supports only the RGB color format
Users have reported success by first "saving down" to the Illustrator CS6 format as mentioned above.