I think I've read about twenty threads on three different boards insisting that WXR and .XML are the same file format and .XML should be able to import without difficulty.
I accept that WXR may be a type of XML, but it's not the type exported by WordPress under Management->Export.
When I go to Tools->Import, and select the .XML file in question, I get the following error:
Sorry, there has been an error.
This does not appear to be a WXR file, missing/invalid WXR version number.
The .XML file begins like this:
<?xml version="1.0" encoding="UTF-8"?>
<!-- This is a WordPress eXtended RSS file generated by WordPress as an export of your blog. -->
<!-- It contains information about your blog's posts, comments, and categories. -->
<!-- You may use this file to transfer that content from one site to another. -->
<!-- This file is not intended to serve as a complete backup of your blog. -->
<!-- To import this information into a WordPress blog follow these steps. -->
<!-- 1. Log into that blog as an administrator. -->
<!-- 2. Go to Manage: Import in the blog's admin panels. -->
<!-- 3. Choose "WordPress" from the list. -->
<!-- 4. Upload this file using the form provided on that page. -->
<!-- 5. You will first be asked to map the authors in this export file to users -->
<!-- on the blog. For each author, you may choose to map to an -->
<!-- existing user on the blog or to create a new user -->
<!-- 6. WordPress will then import each of the posts, comments, and categories -->
<!-- contained in this file into your blog -->
<!-- generator="wordpress/2.3.2" created="2011-04-06 16:14"-->
<rss version="2.0"
xmlns:content="http://purl.org/rss/1.0/modules/content/"
xmlns:wfw="http://wellformedweb.org/CommentAPI/"
xmlns:dc="http://purl.org/dc/elements/1.1/"
xmlns:wp="http://wordpress.org/export/1.0/"
>
And ends like this:
</channel>
</rss>
Which, I'm led to believe, is the correct structure.