Hi Tim,
I believe the fact of this issue is that you will need to "connect" to the file/personal geodatabase first, so that you can export/import the xml workspace document.
From ArcCatalog, if you go to the folder directly, then right click the geodabase from within the "Contents" window, you then will see the option to export/import XML is greyed out (disabled); however, if you right click the geodatabase from within the "Catalog Tree" window, same as you click the "Plus" sign next to the geodatabase, then you will be able to see the option to export/import XML.
This's kind of like for any SDE geodatabases, that you need to first actually connect to the SDE geodatabase, then you will be able to apply any other operations for that SDE geodatabase.
Thanks,
Ben L.