Using some CDATA values in a recent project I noted that the carriage return + line feed was not returned from the xml file using a XmlTextReader.
This turned out to be the expected behavior. That means, all CR and CRLF are replaced to LF.
My source was: http://bytes.com/groups/xml/87719-losing-carriage-returns-cdata-section-how-do-i-prevent

I ended up by replacing all returned values from \n to \r\n.