WordPress Export XML File and Taxonomy Problem

Hey, I got a little problem with the wordpress export xml file.

I’ve createad a new post type for portfolio entries and created a new category-like taxonomy for this new post type to group the entries.

when exporting the file and then importing it at a new installation everything works fine, but these posts are loosing their connection to the taxonomy. the new post type is avaialbe, posts of this type get imported. the portfolio categories are created. yet the posts no longer have any category applied to them. Am I missing something or is this just not implemented or a bug?

Best regards
Kriesi