I think there should be a way to import a domain from another geodatabase rather than having to export the domain to a table and then import that table to a domain. One step, instead of two should be required for this.
The easiest way I have found to accomplish this is to copy an existing feature class with the desired domains and past it into the new geodatabase (in the catalog pane). This will automatically import the domains into the new feature classes that you have created in that geodatabase. Then delete the pasted feature class.
