Hello everybody,
today I want to leave another note on how to import MySQL database, when you import from MySQL for Myob and Acumaitca.
Error message looks like this:

In order to fix it, I suggest to open dump file in any text editor, and remove ,NO_AUTO_CREATE_USER, line:

After deletion just run Data import in MySQL workbench one more time.
Summary
If you have error message Variable 'sql_mode' can't be set to the value of 'NO_AUTO_CREATE_USER' when you run export for MySQL db for Acumatica or Myob, then just use find and replace all for removal of on empty string, and execute import one more time.