How do I merge a file in Opencities Map Connect (No workset - no database connection) that contains XFM features?

I have already saved the file in question with the option remove opencities map specific data. This used to resolve the problem in Bentley Map V8i (Select Series 4) when we needed to merge the file in MicroStation.

I also get the following error message which should not be the case if there is no database connection?