Have you checked in the clusters folder of the object upon the import in XSI? In this folder there is a node called Texture_Coordinates_AUTO. Maybe your UVs are still there (they should be labelled "something (Explicit UVW)". If there is no such thing, then you can be sure that the UVs didn't make it to XSI.
You should give a shot to the dotXSI export instead of OBJ.
Hope this helps
Salutations - Cheers
Bernard Lebel