Okta currently does not support importing an SP's XML metadata on our end. While we do provide metadata for SPs to use, we cannot use an SP's metadata.
If you would like, you can definitely submit this as a new feature request for development in future versions of Okta. To submit this as a feature request, go to https://community.okta.com/ and then log in and click on the "Ideas" button in the top-right hand corner of the page, and then select "Post Idea" on the next page. This will open a feature request for other members of the community, including our own Product Managers, to see and vote on.
Please let us know if you have any further issues and we will be happy to assist.