The issue you face is most likely the famous Rekordbox XML import bug, introduced with Rekordbox 5.6.1 and still in 6.5.3. You can circumvent it:
Circumventing The Rekordbox XML import bug when importing XML data
If you're on macOS, there is a new version of the Rekordbox Cue and Key Tool (ReCK) in beta. ReCK integrates Mixed in Key Data with Rekordbox, the beta no longer relies on the XML. The ReCK beta is free to all licensed ReCK users. The ReCK internal message box has the download link.

