The SAP Data Services import facility was released in PD 16.5 SP05, so I assume you meant that you are using PD 16.5 SP05 PL02?
If that is true, you should have a File, Import, SAP Data Services XML File... from the initial opening. If you don't, you may need to update your license file depending what you upgraded from.
If you are using a DMM model (ETL), then to get the SAP Data Services functionality, you must make sure that the extension for Data Services is attached to the DMM (see picture).
BTW, you can not re-import a PowerDesigner generated SAP Data Services XML file and get back what you started. The DS XML must first be imported into DS, and then exported from DS to get the context tags that PowerDesigner looks for when you import it.
HTH,
-Matt C.