A1: I din't know you could import from Illustrator, but why not just do the curves in Maya and save the trouble?
A2: In the loft option box, make sure you have it set to crank out polygons and there should be a bevel option there somerwhere.
"The reasonable man adapts himself to the world; the unreasonable one persists in trying to adapt the world to himself. Therefore all progress depends on the unreasonable man."
George Bernard Shaw - Man and Superman