I have used f77 compiler for siesta and intel fortran compiler named ifrotbin for compiling sies2xsf.
Your XSF file doesn't contain RHO data, since it couldn't be read by the utility.
Use the same compiler and same compiler options - the data in RHO is binary, so to decode it correctly you have to know what size of bytes per avery value was used - i.e. use the same signle-double precision setting in compiler options as was used for SIESTA itself.
