At a a guess I'd say it's a units issue.
When you export selected from Rhino to Illy, you should get a dialogue that asks you the scale you want to export to. You need to ensure that the units in Rhino and the units in Illustrator are the same if you want 1:1 (otherwise you have to do a bit of math). It should work fine - it does here.
Scaling in illustrator: Object>Transform>scale. You can scale uniform or assign different X and Y values (Horizontal and Vertical in Illustrator land).