Hi,
WordPress export page exports Nav items by default as it says:
All content – export all of your posts, pages, comments, custom fields, terms, navigation menus, and custom posts.
It create very long WXR file for big websites 2mb, so i decided to split that file into 50 pieces, and import them one by one, i split export file using WXR splitter http://www.rangerpretzel.com/content/view/20/1/
But after splitting one WXR into 50, it imports menu items without considering menu items hierarchy. And less items than it needs.
About 10 instead 80+.
I use wordpress importer plugin to import content.