I don't believe those macros work on TextExpander exports, but I could be wrong. They work on a list of lines containing the shortcut and the expansion (or the name, shortcut and expansion).
There is this one:
Though that is from quite a long time ago, I have no idea if it still works.
I would suggest you export your expansions to a csv, and then look at that in BBEdit (or Numbers), and figure out how to change that so that so that it is lines of:
shortcut:expansion
and then use my macro here:
to create the expansions, perhaps dealing with any that don't transfer well.