Yes, I had the same experience. In my case, it uploaded my XML file to the server (here:public_html/wp-content/uploads/2014/06) but didn’t process it any further. Looks like we have to wait for development to catch up to 3.9.1.
It also works with a wordpress.com hosted blog:
1. http://yourblog.wordpress.com/wp-links-opml.php
2. Follow Diane’s steps above.
~ Rob
