Yes, it is possible to import <br /> tags into eZXLMObjects - even though it's not mentioned as one of the allowed tags in the documentation at http://ez.no/developer/forum/developer/how_to_import_html_into_an_ezxmlobject
You might be able replace your br tags with custom tags or html (allowed within tag) wrapper around your br tags and finally I think you might be able to replace br tags with p tags (not certain if those would store either).
You could also use a textarea datatype instead to allow for html storage directly. Though I recommend against that for primary text content use along with most of the folks who use eZ Publish (which may be why this topic is so quiet).
Basically you need to convert br tags into another form in order to preserve this element during content storage.