Wow, what a coincidence. Someone wrote a script to do this just a couple days ago, and posted it
here. Using it would require python, however. (And according to the comments there it's not perfect, but it's what they were using so maybe it got fixed and the comment wasn't updated? I don't know python, but my guess is they just read it in y-major order rather than .xp's x-major order, which is honestly kind of an odd thing on my part but that's how the engine works.)
Import-wise because REXPaint uses its own file browser, it would be rather complex to internally enable multiple import types in an accessible way, so the best approach here is to use an external program or script to convert to .xp. I don't have one myself, but maybe I could look into providing one if the python script won't work for you. I did plan to do this eventually, anyway, but I'm quite busy right now.
(Does anyone else have a program or script for this?)