Hi guys, I found a solution,
you don’t need to export or import anything, or do anything else to make GR work as expected.
My problem was a mistake in an xml file itself - maybe the same controller number, action or name in different lines of code (I don’t know the exact reason why it refused to import and to save itself). Actually, I edited my exported XML, which refused to load itself back to Cubase, deleting all the lines except my own assigned ones - that saved me a lot of time programming everything from scratch.
But the best way is just to start your GR programming with an empty list, deleting all the controllers first, and adding only the ones you need, taking care of not to double the names, functions, controller numbers in different lines.
Than solved all problems with my Korg Nanokontrol2 - now everything loads and works like a charm, almost every button and fader is connected with misc Cubase functions!
Sorry for my bad English and my strong Russian accent. Cheers guys!
Igor, Moscow (Cubase user since 1989)