An MT940 statement line carries an optional four-digit entry date. Some banks, Citi's sample among them, fill it with four spaces. ai-bookkeeper's reader took that for an unreadable line and dropped the transaction. One Citi file kept none of its three non-zero rows, and an ASNB file kept six of eight. Both now read in full.
I found it by running the other 49 statement files in the open-source wolph/mt940 test suite through the reader. The rest read correctly. The files that failed to read were deliberately malformed ones, and the reader lists them as problems instead of guessing. A new test pins the blank-date case with made-up rows.