As title indicates, the REG files cannot be imported. Error is:
Cannot import xxxxx.reg: the script file is not a Registry script. Only binary archives of Registry can be imported via Registry Editor.
I open the file with Sublime Text 3 and found it is encoded with UTF-8 with BOM. I saved it with UTF-8 without BOM and all is fine.
It may has something to do with my OS locale: Spanish (Spain).