Reading the cfx spec [1], the raw private key is exported as a base64 encoded der. I don't understand what your concern is here. It appears that any cfx export file is not tied to a specific service to service import path, but can be imported into anything, or just used locally with self written tools.
This is merely the exchange format between credential providers, which is encrypted and gatekeeped by the credential providers. None of this is exported to users.
1. https://fidoalliance.org/specs/cx/cxf-v1.0-ps-20250814.html#...