There are separate “instruments” for trumpets and horns with and without key signatures.
For example, “Horn in F treble clef part” has a key signature, but “Horn in F (no Key sig)” - unsurprisingly - doesn’t.
If you don’t choose the right instruments when you set up the XML file, you probably need to create a new instrument (in Setup mode), copy the music onto the new staff, then delete the old instrument.