However, if you import the corresponding compressed private key... it will default to showing the SegWit (P2SH "3"-type and P2WPKH "bech32") addresses, but if you click "Receive" then it will give you the option of receiving to the "Legacy" (P2PKH) address from the dropdown.
So, as suggested by Coiner.de, maybe try "converting" those private keys using something like bitaddress.org (download, then run offline etc etc)... to swap from the uncompressed to the compressed form of those private keys. No need to use segwitaddress.org tho, just import those compressed private keys into Mycelium and hopefully that will show you the appropriate SegWit addresses.