Hi Jan,
Thanks for the addition info over email. Just to confirm, my test case now works in the new version 1.9 of the plugin. I am exporting custom types and fields settings from one blog to another in the same multisite install.
I noticed that the problem field
<set_value>Côte d&Ivoire</set_value>
is now encoded as
<set_value>Côte d'Ivoire</set_value>
I noticed that the import feature allows you to set the encoding but the export does not. I suppose that as long as I have everything in UTF-8 (as it should be) this is fine.