Views XML individual taxonomy output
In your views panel, if you edit your taxonomy field, one of the options is "Multiple Field Settings", with a checkbox for "Display all values in a single row". If you uncheck this box, you will get multiple rows, however, it doesn't group them into one node. You get the entire node repeated. The setting mentions adding a "group by" to your display, but the data export display doesn't seem to support that. 

So I did a search and found this article on drupal.org: https://drupal.org/node/1187712
It looks like there have been a couple of patches created for adding group by functionality. It doesn't look like they've been integrated into the base code, but maybe one of the patches will work for you.