As for the blank slides, it might just be a blank line after the last line of the verse. Or there just isn't quite enough space on the template. If you don't have blank space then try changing your template to increase space somehow.
My answer to this has been to create a theme with font size and line spacing that allows my longest sentences to fit on one screen. And then I may go in and add manual breaks for short sentences with awkward breaks for the reasons you stated. But no…
When i left click on the link and choose Save link as ... It saves the xml file on my hard drive. Then I can import the xml file.
Perhaps you are clicking on the link and seeing the content of the xml file.