please follow a correct steps on how to install ssh private key into your router.
Obviously you have imported public key correctly as you can use other host to log in using said key.
now reagarding the private key in RouterOS:
1)upload key pair (pub and private key)
2) head over to /user ssh-keys private menu
3) issue /user ssh-keys private private-key-file=id_dsa public-key-file=id_dsa.pub user=lala
note that when installing the public key for a user, you will have to use corresponding private key to log in as that user. So on the other end you have to add the private key for the user that will do the logging in. It is not required to be the same user that pub key was used for.