Just to confirm, the file path to the iTunes directory in Rekordbox is properly set?
Are the playlists not appearing within the iTunes node in the Rekordbox file browser? Try pressing the refresh button a few times. This should make the playlists appear. After that, Right Click on the playlists you want to import.
Also, in iTunes make sure you have Share XML Data checked in the Advance tab of the Preferences menu.
Best.