Hello again, I recall having a similar issue with exported Direct X models. The texturing looked all messed up in XNA but the model was fine. I found flipping the texture vertically in my paint package before loading it in XNA fixed it. So I had two copies of the texture, one as normal for editing in XSI, then a flipped version loaded as a Texture2D for the model. I think it has something to do with left vs right handed coordinate systems, but I'm not really sure of the why. (It was a while back, I may have flipped it both horizontally and vertically to get it's mirror image)
Why your fbx export doesn't seem to work correctly I don't know. Have you tried installing the XNA addon for XSI? Have a look over at this
xna to xsi tutorial. Try installing the addon, reference the two .dll files it creates, then in XNA change your 'Content Processor' for any fbx models to the 'Crosswalk model importer'. The two .dlls are located in your Softimage installation directory under... Addons/XNAGse/Application/References/XNA 2.0 If you get a error referencing them, copy and paste the dlls into your project folder and reference them again.
This error is weird. This might fix your hard edge problem.
Getting models from XSI into XNA can indeed be obtuse. Sorry if this turns out to be a dead end as well.
Richard