Do you really need the artwork you're working with to be a vector image for your sprite or just a curiosity? How many images are you trying to do this way? If you want to send me one, I might be able to help get you a .swf file with the image in it that will work. I totally agree though, why they would pick .swf format only to load vector from is an odd choice in my experience unless they're trying to all you to do all animations and scripting effects with embedding flash elements instead of handling it themselves down the road. PM me if you want with one of the things you're trying to make happen and I'll poke at it some to see if I can help make it for you.
It's just curiosity for now so I don't need anything specific turned to .SWF ASAP, I appreciate the offer though! The only thing I can think of for .SWF support is to load the animations, since it doesn't seem like you can add multiple image indexes once a vector sprite is loaded.