I took another look at this situation and I've found the problem.
The fault is with Mixmeister, as it uses the space in the Key field entries, which, understandably, causes the problems in Cross. Why Mixmeister does that, is not clear, as a few other programs do it correctly.
So far I've tried Rapid Evolution, which is useful if you can get it working properly! It's a Java program, and when you do finally get it working it's buggy and unreliable. It's shame because not only does it save the key tag correctly, but it save the keycode in the 'grouping' field of the tag.
Secondly, I tried VDJ, which also used the correct format, and produced the keycode, but sadly, it does not have the ability to save the information to the tag, using an internal database instead.
I'd like to try 'Mixed In Key', but for whatever reason there is no demo version! So it seems like I'm going to have to stick with Mixmeister, until something better comes along!