It's less of an issue as the PDF Import is improved in XPress 7.x, but my advice would still be to do this. XPress uses the JAWS engine to both import and export PDFs. When Quark released QXP 7.x it was released with a version of JAWS that was about one version out of date from what you could find for sale on the JAWS commercial website. The same thing happend when Quark released QXP 8.x. So, althought the JAWS engine in QXP 7.x is improved over the JAWS engine in QXP 6.x, it's still out of date.
I will admit that I am old school in this, but for me it's just better safe than sorry and even though I am using QXP 7.5, every ad I import is an EPS file. I've done that since I started in this business.