The semantics are different: DataSet.Clear deletes all the data (rows), but keeps the schema (tables and relations).  
In your sample, it looks like the tables are being created from the ReadXml method (which can read schema as well as data).
DataSet.Clear would probably work as long as you are certain all Xml documents have the same schema, but using New is more robust and expresses your intent better.
However if you were reading data only, as in the following sample, DataSet.Clear might be a better choice as it avoids you repeatedly generating the schema.
ds = New DataSet 
... code to create the schema (Tables, Columns, Relations)
For Each row in GridView 
  ds.ReadXML(GetStream(row.Field), XmlReadMode.IgnoreSchema) 
  ... export the dataset 
  ds.Clear
Next