Due to cross-site scripting protection, it is impossible to copy local lists automatically to the new site.
Below you can find a procedure to copy the lists manually.
Please follow these steps:
Select the full text from the textbox and copy it to the box below it (ctrl-a, ctrl-c, change focus (3xTab), ctrl-v (Or the Mac-equivalent...)).
Click on import, after which you can proceed to the new site.