Did you create your Sforzando-Carillon Playback Template?
Did you set it as the default template for new projects?
If not, then when you import your xml file Dorico will apply its own default playback template (which is one of the Halion ones, depending on which version of Dorico you run). The Halion templates know nothing about Sforzando, so it will not appear!
If you do have a Sforzando/Carrilon playback template, then it should be as simple as applying that template to your imported file (Play>Playback templateā¦ then choose the correct one to use). Otherwise you will have to set up Sforzando from scratch each time.