Currently, the protection status of pages is ignored by Special:Import although Special:Export safes it.
Most understandably, this is a good default behavior.
Sometimes one needs protection status to be preserverd though, e.g. when a wiki need to be split, or when two wikis are merged.
Thus my suggestion is to add a switch (checkbox, or pair of radio buttons) to Special:Import which allows to select importing the protection record as well.
(Remark: I don't see the necessity, but maybe others do: there might be a need to select some sort of mapping of protections between the original and the importing wiki. Of yourse, this could as well be done running a simple string-search-and-replace over the intermediate xml data. I'd suggest, rather not to add mapping capabilities to Special:Import)