Page export: images not importing

I want to export a specific page from site A to site B.
I used the WP exporter and got an XML that seems correct.

When importing I checked the option to import media files to site B but none was imported.

In the XML file they seem to be correctly referenced:

<a href="https://...redacted.../2017/02/Screenshot-01212017-07-37-53-PM.png"><img src="https://...redacted.../2017/02/Screenshot-01212017-07-37-53-PM-590x400.png" width="590" height="400" /></a>

Those links are correct and are opening the image when using them in a browser.

Is there any problem with this that I can correct?
Is the file type PNG the problem, or else?

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