Don't convert anything, don't touch the file in any way. :)
Try the export from WordPress.com again. If you can't import the fresh file via the WordPress Importer on WordPress 4.2.4, contact the folks at https://support.wordpress.com/contact/ as they should be providing a working export file.
To clear up any confusion, WordPress.com and WordPress.org are two different entities: https://codex.wordpress.org/WordPress_vs_WordPress.com