I do not know why you're like this.
I have the latest version of XAMPP, and I use wordpress 4.5.2. I have an xml file with all the posts I need to import, but when I import it it cuts the middle of the permalink address.
In XML the tag '' is thus
<link>http://localhost/site/roupas-masculinas/calcas-jeans/desbotados/estilo-cool</link>
<link>http://localhost/site/roupas-masculinas/bermuda-jeans/estampas/estilo-rock</link>
But when I import and look at the post's address, it looks like this
http://localhost/site/roupas-masculinasestilo-cool
http://localhost/site/roupas-masculinasestilo-rock
Because it cuts the middle of the link when I import an xml of posts.