There are certain incompatibilities between how Mathematica's graphics format works and how different vector graphic formats work. This makes importing and exporting between them somewhat tricky.
For some people it acceptable to avoid the problem by rasterizing the image, but that isn't acceptable for everyone.
There are several solutions to this posted online:
http://stackoverflow.com/questions/18647024/how-can-i-import-eps-in-mathematica-without-losing-the-text