I was unable to find any details on this Xcode change, but I have a solution.
In Xcode 5, It seems you have to manually add the .docset file into the "/Library/Developer/Shared/Documentation/DocSets". Alternatively you can use an application named "Docs for Xcode", to add the docset via the feed "http://doc.sparrow-framework.org/core/feed/docset.atom", which can be found here: http://documancer.com/xcode/
I used the above application and successfully installed Sparrow's docset for Xcode 5. The application does require OS X 10.8, so if you don't meet that requirement, I can share the docset file or possibly create a script to download the docset and install it, just as the application does.