I can’t quite remember what approach we took back in the old days at the other place towards exporting players with multiple instruments in MusicXML. The problem is that MusicXML doesn’t encode doublings in a semantic way, so there’s no direct way to represent it. I suspect that what happens is that you simply get all the music for all of the instruments exported on a single part, and there’s no indication in the MusicXML file at all that any instrument changes are happening.
If you can be bothered, your best bet would be to unpick the file in Sibelius before you export it, i.e. manually add new instruments for all of the doublings and then cut and paste the music from the original staff to the new separate instrument staves. Then once you’ve imported that into Dorico, drag the doubling instruments from their separate players onto the desired destination players, which will of course then create the necessary instrument changes automatically.