Strange issue so I did some testing.
When importing the objects in province with the city as reference the data is incorrect after the import.
If you change this around and import the data into city with the province as the reference the import is correct, see below:
Import mapping:
Data for cities & provinces
Seems to have something to do with the interpretation of the characters because when the names of the cities and provinces are changed to A,B,C,D etc the import in the provinces does work correctly. But at least you now have a workaround.