If other users meet this problem, please refer:
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Please use “Import My Saved Data”:

Click “choose file”,

Pick up the xml file, you could find the xml in /functions/theme/ folder
Click “Upload file and import”
The page will be shown, set author and attachment, click submit:

Maybe the page will be frozen, please wait 5mins at least.
Note: because there is max_execution_time limitation for some host spacer(like Godaddy, Blue host), you may have to repeat the Import step until all demo content import.