Yes, I tried the formal convert but since there was no xseq file, it can't export. It appeared that xLights refuses to allow a normal save process, rather opts for a CSV or XML save format, in this case. When I right clicked and selected the export option, it did save a file but it refuses to import into LOR.
Yes, I've done this before many times using xLights, because I like the effects a lot better than what LOR had available and it allowed me to create a more interesting show. No, I had never switched from using LOR to xLights because for a long time, xLights couldn't talk to LOR controllers, even though now it can. I'm using 19 LOR controllers and 6 E1.31 DMX controllers therefore a lot!