I did some google search for how to import/export Jenkins jobs. Basically, I follow their suggestion. First, export the config.xml, and then import back to the Jenkins with a different Jenkins job name.

After importing the config.xml, the newline characters inside the "Execute Shell" are removed.
For example, I have
echo AAA
echo BBB
inside the "Execute Shell".

// Some comments here
public String getFoo()
{
    return foo;
}

After the import, it became
echoAAAechoBBB

Therefore, I need to manually update the content of "Execute Shell".
I had checked the content of config.xml. It looks fine; the newline character is intact.

Following is my steps to repro this issue:

curl http://<username>:<api-token>@<jenkins-server>/job/testbackup/config.xml

where testbackup is my Jenkins job

cat config.xml | curl -X POST 'http://NEW_JENKINS/createItem?name=testbackup2' --header "Content-Type: application/xml" -d @-

where testbackup2 is my new Jenkins job name

thanks