However when I go to import into Photos for Mac I can only import photos taken on the device. How do I import all moments?
Have your photos been synced to the iPhone using iTunes?
Then the mac cannot import the photos from the iPhone to Photos. Synced photos are not stored in the camera roll.
Apple recommends to retrieve synced photos by sharing them by email.
Sync photos to your iPhone, iPad, and iPod touch in iTunes - Apple Support
You can't reimport pictures synced from your computer to your device back to your computer. You can only import pictures taken by your device, or saved to it, from your device to your computer. If you need to retrieve synced photos from your device, email the photos from the device to yourself. Then download the photos from the emails to your computer.
This is cumbersome, because you cannot share more than a few photos at a time.
Look for a third-party app that can transfer the photos, for example http://www.wirelesstransferapp.com/