This is a regression, the export works in the VSD versions. It is already broken in 4win 4.4.1, though.
To reproduce: In Kleopatra mark several S/MIME certs and choose "Export" in the context menu.
Name the file anything.pem (or .der, makes no difference). The double click the file to import again.
It should show 2 considered and 2 unchanged, but it is "1" instead in both cases.
Opening the .pem file shows only one certificate block, as one would expect given the import information.
Here is a gpgme log of the export of 3 S/MIME certificates:
On the command line, the following works as expected, two certificates blocks are printed:
gpgsm --export --armor Ted Berta