Hi @marentette! 
Welcome to the 
community!
This is probably happening because you have a floor element there that is room-bounding.
If you are using the extruded mode you can set the heights for each level in step 3. That should remove the gap between the levels.
If you are using the detailed mode, then you can use the override height option in step 5 to set these values.
You may also want to check out the workshop that we taught recently for some of the best practices for exporting models from Revit. We also cover how to deal with these gaps in the model.