There are several scopes definde for preferences:
1. Instance - preferences saved in eclipse/configuration and the are available in all workspaces
2. Workspace - saved .metadata
3. Project - .settings folder in project root
If preference page implementation follows good practices and save preferences in workspace scope then it should be picked up by Export dialog, but implementation is free to serialize preferences values somewhere else.
So literally preferences settings are showed in Window->Preferences... dialog, but that doesn't mean all of them are going to be imported through Import Preferences dialog.
There could be others like CVS and SVN repositories and so on.