Hey Dustin, you can export or import classes and styles 
While in the class list, there is a little ex-/import icon that allows you to ex- or import your classes:
Basically, I agree that it would certainly be easier if everything could be exported together with just one click - but let’s wait and see, maybe your request will end up on the Idea Board.
If you still have issues with it, please create a new report, since this one is about the WordPress import and export tool, which is currently not supported.
Best regards,
timmse