You have to import .kf files attached as a keyframe file to the skeleton.nif, or a similar nif file that has the skeleton in tact. The way the skeleton, and how the animations expect the skeleton to be, set up is that a certain bone is connected to and influences the movement of subsequent bones. Most outfits and creature models in New Vegas have their "skin flattened", at least I think that is the term for it. That basically means that everything that is exported, including the skeleton are just loose nodes that won't properly work with any animation files.