On my machine your file was successfully detected. Having Cyberduck on a different drive is not a problem. Cyberduck tries to locate sitemanager.xml in the system's AppData path. Can you check the APPDATA path on your machine (with cmd.exe):
Your sitemanager.xml file should be located in *%APPDATA%\FileZilla*
The sitemanager.xml is indeed located in the system's AppData path. It did work when I re-installed Cyberduck the 2nd time (on C:\ this time). I may try to re-install it on my other drive to see if it's still a problem.
That's weird. In my view there is no relation between the installation drive and the AppData path. Would be nice if could retry it on your other drive. Since the FileZilla import status is stored in the settings files please make sure to remove the Cyberduck folder from the AppData path before running the freshly installed version.