Indeed, this doesn’t work with a message definition, you need an XML schema.
A message definition works when there is an XML element for each entity and association.
So in your case the message definition can be used to import XML that has an additional xml element, such as
<result>
<name>Adam</name>
<data>
<documents>
<sorecurdocument>
<RECORDNO>1</RECORDNO>
</sorecurdocument>
</documents>
</data>
</result>
In Your Domain model, you have Data as a separate entity causing it to appear in the mapping you generated from the message definition as well. Can you try if it works when you add an association from your entity ‘sorecurdocument’ to entity ‘Result’ and then generate the Export mapping from the message definition?