I think to able to export or import a Content policy on SMG is needed.
The problem with content policy export of specific policies or policies as whole may or may not function as expected on another SMG installation.
If have a custom dictionary, or policy group used by a rule. The export would only contain a refrence to the rule or dictionary. Once imported to another SMG control center that dictionary or poilicy and may not exisit or may contain a different set of data so the rule may not work as expected.