I worked out the import. I tried to do an import code but that took too much time for me to hack together.
In the end I just use the RSS import with some tweaking.
The changes are documentated here.
Hope it helps whoever want to import s9y
This tip might help you if your search for Serendipity import lands you here.
I wrote a little tutorial on importing from Serendipity here.
This is how I did my import, hope it works for you.
The random code is due to different encoding in the content body.
Looking at the serendipity tag there are 2 other similar question over the year with no answer.
I come to believe that since WP is the top php blog, it is up to s9y users to find solution themselves.
WP users probably has neither the experience nor the inclination to help.