Even though unlisted, xdf seems to be supported by the libretro px68k core. You can add the new extension as explained here:

create the /opt/retropie/configs/all/platforms.cfg file (or, via file shares, at \\retropie\configs\all add to the file: x68000_exts=".dim .hdf .hdm .2hd .d88 .m3u .xdf" reinstall the lr-px68k libretro core.

Copy the .xdf floppy image to the system's folder and restart EmulationStation.

EDIT: as an alternative, if the game has multiple floppies, you can create a playlist in .m3u format and load that instead.