From the top of my head, I see the following possibilities for remedying this problem:
1) Get your paragraph styles cleaned up and get used to structured formatting where you don't need multiple returns. This is clearly my recommenddation.
It would take some explaining to do, but there is a certain situation where multiple returns are required. The "workaround" is a royal pain.
2) Use CDATA sections in XML. Anything you write in those will be interpreted literally, i.e. without filtering of superfluous characters.
3) Introduce custom entities like "&hardret;" (hope the ProZ.com forum doesn't eat this one up) in your XML declaration and use Find & Replace later on your files to convert them to hard returns again.
I will look into these. Thanks.