It will be useful if we can import WXR file through HTTP.
Following is an example to import theme unit test data of the theme review team.
$ wp import https://raw.githubusercontent.com/WPTRT/theme-unit-test/master/themeunittestdata.wordpress.xml --authors=import
Also, I think it should to be able to import from STDIN like following and it looks useful.
$ wp export --stdout | wp @staging import - --authors=import