[Joel]

Masters not exporting to .vdx is an oversight on our part, plain and simple -- That and some other issues such as our own text markup variables not exporting properly to Visio XML are going to be addressed in a future release. Likewise, Visio's own date and time format doesn't import well into OmniGraffle Professional.

As for Visio's ability to nest master pages, we have similar feature requests to allow master canvas inheritance so if we implement this feature we'll likely attempt to apply it to Visio import.