Encoding problem or what else?

Hi all,
I've a couple of xml source files that I need to transform using the open
source of saxon version 8.6.1 that I downloaded a few days ago.
Both files have the following xml header and root element:


<?xml version="1.0" encoding="UTF-8" standalone="no"?>
<PickData xsi:noNamespaceSchemaLocation="PickData.xsd"
xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">

However when I run my transformation one of the two produces the following
saxon error:

SXXP0003: Error reported by XML parser: Document root element is missing.

I managed to work around the problem by manually changing the document
encoding from utf-8 to iso-8859-1 using Altova XMLSpy, so my assumption is
that although the file is declared to be in UTF-8, it is not really as such.
Note also that XMLSpy opens both documents as UTF-8 and reports no problems
when parsing them.

So, do you think I report this problem back to the people that are sending
me this file or am I missing something else here?

Thanks.
Flavio